+31.0%
DIS vs PSX
+364.5%
-333.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | +0.9% | +6.4% | -5.6% | -1.1% |
| 30D | +8.9% | -10.2% | +19.1% | +12.2% |
| 3M | +14.5% | +17.2% | -2.6% | +7.9% |
| 6M | +12.2% | +51.8% | -39.5% | -3.5% |
| YTD | +4.7% | +108.0% | -103.3% | -20.2% |
| 1Y | +2.8% | +96.1% | -93.3% | -20.3% |
| 3Y | +38.1% | +155.9% | -117.7% | -4.9% |
| 5Y | -23.6% | +306.9% | -330.5% | -57.2% |
| All | +31.0% | +364.5% | -333.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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