+345.5%
DRI vs PFG
+203.0%
+142.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.0% |
| 7D | +3.1% | +2.3% | +0.8% | +1.6% |
| 30D | +16.2% | +7.6% | +8.6% | +10.9% |
| 3M | +8.4% | +2.5% | +5.8% | +6.0% |
| 6M | +19.0% | +16.6% | +2.4% | +6.7% |
| YTD | +28.8% | +34.1% | -5.2% | +5.0% |
| 1Y | +33.1% | +44.1% | -10.9% | +3.4% |
| 3Y | +70.8% | +86.3% | -15.5% | +8.0% |
| 5Y | +74.2% | +101.6% | -27.3% | -1.7% |
| 10Y | +345.5% | +197.9% | +147.6% | +51.9% |
| All | +345.5% | +203.0% | +142.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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