+1,671.0%
DIS vs PPG
+3,097.8%
-1,426.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -1.2% | +1.8% | +1.2% |
| 30D | +10.3% | +21.2% | -10.9% | +0.5% |
| 3M | +15.6% | +8.2% | +7.3% | +10.9% |
| 6M | +15.1% | +17.2% | -2.0% | +5.8% |
| YTD | +6.0% | +25.0% | -19.0% | -6.5% |
| 1Y | +5.7% | +33.5% | -27.8% | -9.7% |
| 3Y | +39.8% | +4.2% | +35.6% | +32.1% |
| 5Y | -23.9% | -12.7% | -11.2% | -23.1% |
| 10Y | +32.9% | +58.0% | -25.0% | -3.0% |
| All | +1,671.0% | +3,097.8% | -1,426.9% | +258.4% |
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