+36.6%
DIS vs PSX
+363.6%
-327.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +1.1% |
| 7D | +5.3% | -8.0% | +13.3% | +8.0% |
| 30D | +10.2% | -9.0% | +19.3% | +13.1% |
| 3M | +13.5% | +24.7% | -11.2% | +4.7% |
| 6M | +11.1% | +49.3% | -38.2% | -4.0% |
| YTD | +5.5% | +100.2% | -94.7% | -18.6% |
| 1Y | +9.1% | +88.8% | -79.7% | -14.3% |
| 3Y | +36.0% | +152.5% | -116.5% | -6.1% |
| 5Y | -29.8% | +283.2% | -313.0% | -59.8% |
| 10Y | +36.6% | +345.8% | -309.2% | -33.1% |
| All | +36.6% | +363.6% | -327.0% | -33.1% |
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