+168.3%
PG vs DIS
+32.4%
+136.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | +2.7% | +1.9% | +0.8% | +2.3% |
| 30D | +9.2% | +9.2% | 0.0% | +7.4% |
| 3M | +18.5% | +13.5% | +5.0% | +15.7% |
| 6M | +21.1% | +14.3% | +6.8% | +17.9% |
| YTD | +21.9% | +5.4% | +16.6% | +20.2% |
| 1Y | +18.1% | +12.2% | +5.9% | +15.1% |
| 3Y | +20.6% | +37.2% | -16.6% | +11.1% |
| 5Y | +31.8% | -23.1% | +54.9% | +35.8% |
| All | +168.3% | +32.4% | +136.0% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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