+1,660.6%
DIS vs PPL
+2,153.2%
-492.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +9.1% | +1.8% | +7.3% | +8.4% |
| 30D | +14.8% | +8.4% | +6.4% | +11.5% |
| 3M | +21.2% | +2.4% | +18.8% | +20.0% |
| 6M | +18.3% | -4.0% | +22.3% | +19.7% |
| YTD | +5.4% | +4.5% | +0.9% | +3.1% |
| 1Y | +8.3% | +1.7% | +6.5% | +6.9% |
| 3Y | +44.2% | +55.5% | -11.3% | +20.5% |
| 5Y | -28.0% | +47.0% | -75.0% | -38.7% |
| 10Y | +39.6% | +62.4% | -22.7% | +11.0% |
| All | +1,660.6% | +2,153.2% | -492.6% | +503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling