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  • DIS vs PPL✓SelectedUSD · PPLDIS vs PPL performance historyLatest closeAs of-0.84%09/09
Stock and ETF performance explorer

DIS vs PPL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,442.0%
PPL return
+2,061.4%
Excess return
-619.4%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioPPLExcessAlpha
1D-0.8%-1.5%+0.7%-0.3%
7D-3.5%0.0%-3.5%-3.5%
30D+1.0%-1.3%+2.2%+1.4%
3M+5.7%-2.6%+8.3%+6.6%
6M+3.3%-8.4%+11.7%+6.2%
YTD-7.7%+0.2%-7.9%-8.3%
1Y-10.0%-0.2%-9.7%-10.4%
3Y+31.7%+52.9%-21.2%+10.7%
5Y-42.2%+36.8%-79.0%-49.5%
10Y+22.3%+57.6%-35.2%-1.7%
All+1,442.0%+2,061.4%-619.4%+436.6%

Cumulative growth

Daily Returns

Daily percentage return beside PPL.

Daily Out/Under-Performance

Portfolio return minus PPL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PPL 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded PPL 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling