+22.7%
DIS vs PPG
+26.3%
-3.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.5% |
| 7D | -1.3% | -5.1% | +3.9% | +1.2% |
| 30D | +2.2% | -9.6% | +11.8% | +7.2% |
| 3M | +8.1% | -6.4% | +14.6% | +11.0% |
| 6M | +5.2% | +0.5% | +4.7% | +3.7% |
| YTD | -6.3% | +4.4% | -10.7% | -9.9% |
| 1Y | -7.3% | -0.9% | -6.4% | -8.8% |
| 3Y | +33.8% | -17.0% | +50.7% | +40.6% |
| 5Y | -40.7% | -23.7% | -17.1% | -36.3% |
| All | +22.7% | +26.3% | -3.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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