+8.3%
DIS vs PNR
-31.2%
+39.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.5% |
| 7D | +9.1% | +11.9% | -2.8% | +6.6% |
| 30D | +14.8% | +37.1% | -22.3% | +7.3% |
| 3M | +21.2% | +5.7% | +15.5% | +20.5% |
| 6M | +18.3% | -5.7% | +24.0% | +20.1% |
| YTD | +5.4% | -29.8% | +35.2% | +15.1% |
| 1Y | +8.3% | -31.8% | +40.0% | +21.1% |
| All | +8.3% | -31.2% | +39.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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