+7.2%
DIS vs PM
+38.0%
-30.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +5.2% | -5.2% | +10.5% | +6.3% |
| 30D | +11.5% | +2.7% | +8.8% | +10.9% |
| 3M | +11.5% | +6.1% | +5.4% | +10.4% |
| 6M | +8.9% | +18.0% | -9.1% | +7.2% |
| YTD | +3.4% | +26.6% | -23.2% | -1.0% |
| 1Y | +7.2% | +36.7% | -29.5% | +0.3% |
| All | +7.2% | +38.0% | -30.8% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling