+38.0%
DIS vs PPG
+4.6%
+33.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -1.2% | +1.8% | +1.1% |
| 30D | +10.3% | +21.2% | -10.9% | +2.4% |
| 3M | +15.6% | +8.2% | +7.3% | +11.9% |
| 6M | +15.1% | +17.2% | -2.0% | +7.5% |
| YTD | +6.0% | +25.0% | -19.0% | -4.4% |
| 1Y | +5.7% | +33.5% | -27.8% | -7.4% |
| All | +38.0% | +4.6% | +33.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling