+34.2%
DIS vs PWR
+1,832.8%
-1,798.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -2.0% |
| 7D | +5.2% | -12.9% | +18.1% | +8.3% |
| 30D | +11.5% | -22.8% | +34.3% | +18.2% |
| 3M | +11.5% | -19.0% | +30.5% | +16.0% |
| 6M | +8.9% | -31.1% | +40.0% | +17.2% |
| YTD | +3.4% | +28.2% | -24.8% | -10.5% |
| 1Y | +7.2% | +22.2% | -15.0% | -5.9% |
| 3Y | +43.3% | +222.1% | -178.8% | -16.4% |
| 5Y | -31.4% | +364.1% | -395.5% | -66.5% |
| All | +34.2% | +1,832.8% | -1,798.6% | -63.8% |
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