+34.2%
DIS vs PPL
+62.0%
-27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +11.5% | +5.4% | +6.0% | +9.0% |
| 3M | +11.5% | +4.3% | +7.3% | +9.5% |
| 6M | +8.9% | -1.3% | +10.2% | +9.2% |
| YTD | +3.4% | +4.7% | -1.3% | +0.6% |
| 1Y | +7.2% | +1.3% | +5.9% | +5.8% |
| 3Y | +43.3% | +57.2% | -13.9% | +14.5% |
| 5Y | -31.4% | +48.2% | -79.7% | -44.0% |
| All | +34.2% | +62.0% | -27.8% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling