+36.0%
DIS vs PTC
+30.6%
+5.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | +10.2% | +0.7% | +9.5% | +10.1% |
| 3M | +13.5% | +32.6% | -19.1% | +6.4% |
| 6M | +11.1% | +33.6% | -22.4% | +3.6% |
| YTD | +5.5% | +12.4% | -6.9% | +3.7% |
| 1Y | +9.1% | +11.2% | -2.1% | +7.6% |
| 3Y | +36.0% | +31.7% | +4.3% | +24.1% |
| All | +36.0% | +30.6% | +5.4% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling