+70.8%
DRI vs PFG
+84.7%
-13.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | 0.0% |
| 7D | +3.1% | +2.3% | +0.8% | +2.2% |
| 30D | +16.2% | +7.6% | +8.6% | +13.1% |
| 3M | +8.4% | +2.5% | +5.8% | +7.1% |
| 6M | +19.0% | +16.6% | +2.4% | +11.3% |
| YTD | +28.8% | +34.1% | -5.2% | +13.5% |
| 1Y | +33.1% | +44.1% | -10.9% | +13.7% |
| 3Y | +70.8% | +86.3% | -15.5% | +33.7% |
| All | +70.8% | +84.7% | -13.9% | +33.7% |
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