+33.1%
DIS vs PNR
-9.3%
+42.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | -2.4% | -0.2% | -1.8% |
| 30D | +3.5% | -12.8% | +16.3% | +8.2% |
| 3M | +6.8% | -17.0% | +23.8% | +12.4% |
| 6M | +3.0% | -37.4% | +40.4% | +19.9% |
| YTD | -6.7% | -41.6% | +34.9% | +10.9% |
| 1Y | -10.1% | -44.6% | +34.5% | +9.1% |
| All | +33.1% | -9.3% | +42.5% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling