+36.3%
DIS vs PTC
+315.4%
-279.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +4.4% | +1.3% | +3.1% | +4.0% |
| 30D | +10.3% | +1.1% | +9.2% | +10.0% |
| 3M | +15.5% | +30.1% | -14.6% | +4.7% |
| 6M | +11.2% | +34.0% | -22.8% | -1.0% |
| YTD | +5.6% | +12.8% | -7.2% | -0.9% |
| 1Y | +7.7% | +10.7% | -3.0% | +1.7% |
| 3Y | +39.3% | +29.6% | +9.6% | +21.7% |
| 5Y | -29.5% | +63.5% | -93.1% | -43.8% |
| 10Y | +36.3% | +316.7% | -280.4% | -17.3% |
| All | +36.3% | +315.4% | -279.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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