+1,458.7%
DIS vs PPG
+2,762.5%
-1,303.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.5% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | +3.5% | -5.0% | +8.4% | +5.9% |
| 3M | +6.8% | +1.1% | +5.7% | +5.7% |
| 6M | +3.0% | -3.2% | +6.2% | +3.3% |
| YTD | -6.7% | +11.9% | -18.6% | -12.9% |
| 1Y | -10.1% | +5.3% | -15.4% | -13.9% |
| 3Y | +33.0% | -15.0% | +48.0% | +38.5% |
| 5Y | -40.0% | -19.6% | -20.4% | -36.8% |
| 10Y | +21.1% | +27.0% | -6.0% | -2.1% |
| All | +1,458.7% | +2,762.5% | -1,303.8% | +233.6% |
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 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