-31.2%
DIS vs PPL
+47.7%
-78.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.8% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | +12.7% | +6.8% | +5.9% | +9.9% |
| 3M | +15.2% | +3.9% | +11.3% | +13.4% |
| 6M | +17.6% | -2.0% | +19.6% | +18.2% |
| YTD | +3.8% | +5.3% | -1.4% | +0.9% |
| 1Y | +6.8% | +2.2% | +4.6% | +5.1% |
| 3Y | +42.1% | +56.7% | -14.6% | +12.3% |
| 5Y | -31.2% | +49.1% | -80.2% | -45.1% |
| All | -31.2% | +47.7% | -78.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling