+59.6%
DRI vs PFG
+70.7%
-11.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +0.6% | +5.5% | -4.9% | -1.6% |
| 30D | +3.8% | +2.4% | +1.5% | +2.8% |
| 3M | +13.0% | +13.6% | -0.6% | +7.1% |
| 6M | +8.3% | +27.9% | -19.6% | -2.3% |
| YTD | +20.6% | +35.6% | -14.9% | +6.0% |
| 1Y | +6.5% | +48.5% | -42.0% | -10.2% |
| All | +59.6% | +70.7% | -11.2% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling