+31.9%
DIS vs PR
+160.5%
-128.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.7% | +4.7% |
| 7D | +9.1% | -12.1% | +21.2% | +10.2% |
| 30D | +14.8% | +0.9% | +13.9% | +14.6% |
| 3M | +21.2% | +10.1% | +11.0% | +19.9% |
| 6M | +18.3% | +1.1% | +17.2% | +17.7% |
| YTD | +5.4% | +63.7% | -58.3% | +0.3% |
| 1Y | +8.3% | +87.0% | -78.8% | +1.8% |
| 3Y | +44.2% | +70.7% | -26.5% | +35.6% |
| 5Y | -28.0% | +246.8% | -274.8% | -36.8% |
| 10Y | +39.6% | +72.6% | -33.0% | +18.6% |
| All | +31.9% | +160.5% | -128.6% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling