+36.3%
DIS vs PSX
+342.3%
-306.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +4.4% | -7.8% | +12.2% | +7.0% |
| 30D | +10.3% | -9.9% | +20.2% | +13.5% |
| 3M | +15.5% | +16.9% | -1.4% | +8.9% |
| 6M | +11.2% | +48.0% | -36.8% | -3.7% |
| YTD | +5.6% | +98.3% | -92.8% | -18.3% |
| 1Y | +7.7% | +86.2% | -78.4% | -15.0% |
| 3Y | +39.3% | +144.0% | -104.7% | -2.6% |
| 5Y | -29.5% | +287.7% | -317.2% | -59.9% |
| 10Y | +36.3% | +338.3% | -302.1% | -33.1% |
| All | +36.3% | +342.3% | -306.1% | -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