+22.3%
DIS vs PSX
+377.2%
-354.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | -3.5% | +1.8% | -5.4% | -4.1% |
| 30D | +1.0% | +21.6% | -20.7% | -5.4% |
| 3M | +5.7% | +46.5% | -40.8% | -7.3% |
| 6M | +3.3% | +62.0% | -58.7% | -13.4% |
| YTD | -7.7% | +106.3% | -114.0% | -29.0% |
| 1Y | -10.0% | +103.0% | -112.9% | -30.6% |
| 3Y | +31.7% | +135.5% | -103.8% | -6.1% |
| 5Y | -42.2% | +368.5% | -410.7% | -69.2% |
| 10Y | +22.3% | +386.6% | -364.2% | -42.1% |
| All | +22.3% | +377.2% | -354.8% | -42.1% |
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