-29.8%
DIS vs PWR
+396.6%
-426.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.3% | +0.5% |
| 7D | +5.3% | -4.8% | +10.1% | +5.6% |
| 30D | +10.2% | -16.2% | +26.5% | +13.0% |
| 3M | +13.5% | -11.9% | +25.5% | +14.9% |
| 6M | +11.1% | -20.6% | +31.7% | +14.1% |
| YTD | +5.5% | +40.3% | -34.7% | -7.5% |
| 1Y | +9.1% | +33.0% | -23.9% | -3.1% |
| 3Y | +36.0% | +250.0% | -214.0% | -15.6% |
| 5Y | -29.8% | +404.2% | -434.0% | -63.8% |
| All | -29.8% | +396.6% | -426.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling