+320.3%
DIS vs PM
+752.6%
-432.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.8% |
| 7D | -2.6% | -4.9% | +2.3% | -0.2% |
| 30D | +3.5% | -3.4% | +6.9% | +5.2% |
| 3M | +6.8% | +5.2% | +1.6% | +3.9% |
| 6M | +3.0% | +3.7% | -0.7% | -0.1% |
| YTD | -6.7% | +15.8% | -22.5% | -14.7% |
| 1Y | -10.1% | +17.4% | -27.4% | -18.8% |
| 3Y | +33.0% | +116.9% | -83.9% | -16.7% |
| 5Y | -40.0% | +117.3% | -157.3% | -63.0% |
| 10Y | +21.1% | +193.8% | -172.7% | -41.7% |
| All | +320.3% | +752.6% | -432.3% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling