+34.7%
DIS vs PR
+62.9%
-28.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.1% |
| 7D | +5.7% | -16.5% | +22.2% | +7.2% |
| 30D | +12.7% | -4.5% | +17.2% | +13.0% |
| 3M | +15.2% | +8.5% | +6.7% | +14.1% |
| 6M | +17.6% | -3.3% | +20.9% | +17.3% |
| YTD | +3.8% | +55.7% | -51.9% | -0.8% |
| 1Y | +6.8% | +82.0% | -75.3% | +0.5% |
| 3Y | +42.1% | +62.5% | -20.3% | +34.1% |
| 5Y | -31.2% | +223.9% | -255.1% | -39.4% |
| All | +34.7% | +62.9% | -28.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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