+36.6%
DIS vs PM
+228.8%
-192.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.9% |
| 7D | +5.3% | -7.3% | +12.6% | +8.1% |
| 30D | +10.2% | -4.0% | +14.3% | +11.7% |
| 3M | +13.5% | +2.7% | +10.8% | +12.3% |
| 6M | +11.1% | +14.9% | -3.7% | +5.2% |
| YTD | +5.5% | +23.5% | -18.0% | -3.4% |
| 1Y | +9.1% | +30.4% | -21.2% | -2.2% |
| 3Y | +36.0% | +143.2% | -107.2% | -9.1% |
| 5Y | -29.8% | +159.5% | -189.3% | -54.9% |
| 10Y | +36.6% | +234.7% | -198.0% | -21.0% |
| All | +36.6% | +228.8% | -192.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling