+2,126.0%
DRI vs PFG
+1,015.3%
+1,110.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +0.6% | +5.5% | -4.9% | -1.5% |
| 30D | +3.8% | +2.4% | +1.5% | +2.8% |
| 3M | +13.0% | +13.6% | -0.6% | +7.5% |
| 6M | +8.3% | +27.9% | -19.6% | -1.5% |
| YTD | +20.6% | +35.6% | -14.9% | +7.2% |
| 1Y | +6.5% | +48.5% | -42.0% | -8.8% |
| 3Y | +53.7% | +66.9% | -13.2% | +24.8% |
| 5Y | +72.7% | +111.0% | -38.3% | +26.8% |
| 10Y | +363.2% | +244.5% | +118.7% | +185.8% |
| All | +2,126.0% | +1,015.3% | +1,110.7% | +695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling