+21.9%
DIS vs PWR
+2,321.3%
-2,299.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -2.6% | +3.6% | -6.2% | -3.6% |
| 30D | +3.5% | -8.6% | +12.1% | +5.8% |
| 3M | +6.8% | -13.2% | +20.0% | +9.6% |
| 6M | +3.0% | +9.9% | -6.9% | -3.2% |
| YTD | -6.7% | +48.0% | -54.8% | -21.1% |
| 1Y | -10.1% | +66.2% | -76.2% | -27.5% |
| 3Y | +33.0% | +195.1% | -162.1% | -17.2% |
| 5Y | -40.0% | +442.6% | -482.5% | -71.5% |
| All | +21.9% | +2,321.3% | -2,299.4% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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