+22.7%
DIS vs PNR
+66.6%
-43.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.2% |
| 7D | -1.3% | -5.5% | +4.2% | +1.2% |
| 30D | +2.2% | -15.6% | +17.8% | +9.9% |
| 3M | +8.1% | -20.2% | +28.3% | +17.8% |
| 6M | +5.2% | -36.6% | +41.9% | +26.6% |
| YTD | -6.3% | -45.0% | +38.7% | +19.6% |
| 1Y | -7.3% | -47.4% | +40.2% | +20.7% |
| 3Y | +33.8% | -13.7% | +47.5% | +35.0% |
| 5Y | -40.7% | -20.8% | -19.9% | -39.8% |
| All | +22.7% | +66.6% | -43.9% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling