-23.9%
DIS vs PTC
+62.1%
-86.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +10.3% | +0.9% | +9.4% | +10.0% |
| 3M | +15.6% | +30.4% | -14.8% | +4.9% |
| 6M | +15.1% | +34.4% | -19.3% | +2.5% |
| YTD | +6.0% | +12.6% | -6.6% | +0.9% |
| 1Y | +5.7% | +10.2% | -4.5% | +1.4% |
| 3Y | +39.8% | +29.4% | +10.4% | +18.8% |
| 5Y | -23.9% | +63.7% | -87.6% | -43.1% |
| All | -23.9% | +62.1% | -86.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling