-29.5%
DIS vs PM
+159.5%
-189.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +4.4% | -6.6% | +11.0% | +6.1% |
| 30D | +10.3% | -3.4% | +13.8% | +11.2% |
| 3M | +15.5% | +5.3% | +10.2% | +14.0% |
| 6M | +11.2% | +15.5% | -4.3% | +7.2% |
| YTD | +5.6% | +24.3% | -18.7% | -0.6% |
| 1Y | +7.7% | +29.7% | -21.9% | +0.2% |
| 3Y | +39.3% | +144.9% | -105.6% | -2.1% |
| 5Y | -29.5% | +159.0% | -188.5% | -52.1% |
| All | -29.5% | +159.5% | -189.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling