+1,660.9%
DIS vs PPG
+3,036.2%
-1,375.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | +9.2% | +17.6% | -8.4% | +0.9% |
| 3M | +13.5% | +7.5% | +6.1% | +9.3% |
| 6M | +14.3% | +17.6% | -3.4% | +4.8% |
| YTD | +5.4% | +22.6% | -17.2% | -6.1% |
| 1Y | +12.2% | +28.0% | -15.8% | -2.2% |
| 3Y | +37.2% | +1.8% | +35.4% | +31.1% |
| 5Y | -23.1% | -15.5% | -7.7% | -21.1% |
| 10Y | +32.2% | +54.9% | -22.7% | -2.7% |
| All | +1,660.9% | +3,036.2% | -1,375.3% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling