+1,635.0%
DIS vs PTC
+8,796.0%
-7,161.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +12.7% | +0.8% | +11.9% | +12.5% |
| 3M | +15.2% | +39.6% | -24.4% | +7.2% |
| 6M | +17.6% | +41.5% | -23.9% | +8.5% |
| YTD | +3.8% | +11.7% | -7.9% | -0.1% |
| 1Y | +6.8% | +2.4% | +4.3% | +4.3% |
| 3Y | +42.1% | +31.9% | +10.2% | +31.7% |
| 5Y | -31.2% | +54.5% | -85.7% | -38.3% |
| 10Y | +37.6% | +342.1% | -304.5% | +0.2% |
| All | +1,635.0% | +8,796.0% | -7,161.0% | +412.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling