+354.0%
DRI vs PFG
+239.4%
+114.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.9% |
| 7D | -1.2% | +6.0% | -7.2% | -5.1% |
| 30D | -0.4% | +2.2% | -2.6% | -2.1% |
| 3M | +9.5% | +10.4% | -0.9% | +2.1% |
| 6M | +6.5% | +27.8% | -21.3% | -9.9% |
| YTD | +18.4% | +33.6% | -15.2% | -3.0% |
| 1Y | +4.2% | +49.3% | -45.1% | -21.0% |
| 3Y | +57.1% | +69.7% | -12.7% | +5.9% |
| 5Y | +70.4% | +111.3% | -40.9% | -7.2% |
| 10Y | +354.0% | +240.3% | +113.8% | +48.3% |
| All | +354.0% | +239.4% | +114.6% | +48.3% |
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