+219.1%
DIS vs PSX
+1,093.9%
-874.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +5.2% | -13.1% | +18.4% | +9.6% |
| 30D | +11.5% | -9.5% | +21.0% | +14.4% |
| 3M | +11.5% | +20.2% | -8.7% | +4.4% |
| 6M | +8.9% | +44.9% | -36.0% | -4.4% |
| YTD | +3.4% | +94.4% | -91.0% | -18.3% |
| 1Y | +7.2% | +83.1% | -75.9% | -13.9% |
| 3Y | +43.3% | +132.2% | -88.8% | +4.1% |
| 5Y | -31.4% | +278.8% | -310.3% | -58.9% |
| 10Y | +37.1% | +354.2% | -317.1% | -29.4% |
| All | +219.1% | +1,093.9% | -874.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling