+2.8%
DIS vs PNR
-36.2%
+39.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +0.9% | -2.3% | +3.2% | +1.4% |
| 30D | +8.9% | +29.3% | -20.4% | +3.1% |
| 3M | +14.5% | +4.1% | +10.4% | +14.2% |
| 6M | +12.2% | -8.6% | +20.8% | +14.2% |
| YTD | +4.7% | -33.6% | +38.3% | +15.5% |
| 1Y | +2.8% | -36.4% | +39.2% | +16.8% |
| All | +2.8% | -36.2% | +39.0% | +16.8% |
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