+4,006.0%
PG vs DIS
+1,507.4%
+2,498.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +1.9% | -2.6% | +4.4% | +2.4% |
| 30D | -0.2% | +3.5% | -3.7% | -1.0% |
| 3M | +4.8% | +6.8% | -2.0% | +3.3% |
| 6M | -6.1% | +3.0% | -9.1% | -6.8% |
| YTD | +4.5% | -6.7% | +11.2% | +5.6% |
| 1Y | -5.3% | -10.1% | +4.8% | -3.7% |
| 3Y | +2.6% | +33.0% | -30.5% | -5.9% |
| 5Y | +15.6% | -40.0% | +55.6% | +23.8% |
| 10Y | +118.0% | +21.1% | +97.0% | +92.6% |
| All | +4,006.0% | +1,507.4% | +2,498.6% | +1,344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling