+54.5%
DRI vs PPG
-17.7%
+72.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -4.8% | -5.1% | +0.3% | -3.2% |
| 30D | -5.2% | -9.6% | +4.4% | -2.2% |
| 3M | +2.7% | -6.4% | +9.2% | +4.5% |
| 6M | +3.6% | +0.5% | +3.1% | +2.6% |
| YTD | +15.4% | +4.4% | +11.0% | +12.3% |
| 1Y | +1.3% | -0.9% | +2.2% | 0.0% |
| All | +54.5% | -17.7% | +72.2% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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