-10.0%
DIS vs PNR
-47.2%
+37.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.4% |
| 7D | -3.5% | -3.9% | +0.4% | -2.6% |
| 30D | +1.0% | -13.8% | +14.8% | +4.7% |
| 3M | +5.7% | -22.5% | +28.2% | +11.3% |
| 6M | +3.3% | -37.2% | +40.4% | +15.1% |
| YTD | -7.7% | -44.2% | +36.5% | +5.7% |
| 1Y | -10.0% | -46.6% | +36.7% | +5.3% |
| All | -10.0% | -47.2% | +37.3% | +5.3% |
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