+1,455.0%
DIS vs PPL
+2,094.6%
-639.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.7% |
| 30D | +0.1% | -1.1% | +1.2% | +0.5% |
| 3M | +7.1% | 0.0% | +7.0% | +7.0% |
| 6M | +4.3% | -7.6% | +11.8% | +6.9% |
| YTD | -6.9% | +1.7% | -8.7% | -8.0% |
| 1Y | -10.3% | +1.5% | -11.8% | -11.4% |
| 3Y | +32.8% | +55.3% | -22.4% | +11.0% |
| 5Y | -41.5% | +37.7% | -79.2% | -49.0% |
| 10Y | +21.2% | +54.0% | -32.8% | -1.9% |
| All | +1,455.0% | +2,094.6% | -639.6% | +438.1% |
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