+7,540.2%
DRI vs PPG
+1,254.5%
+6,285.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.1% | +0.7% | +0.3% | +0.7% |
| 30D | +9.7% | +17.6% | -7.9% | +1.2% |
| 3M | +3.2% | +7.5% | -4.3% | -0.6% |
| 6M | +20.6% | +17.6% | +2.9% | +10.3% |
| YTD | +28.3% | +22.6% | +5.7% | +13.7% |
| 1Y | +34.5% | +28.0% | +6.5% | +16.8% |
| 3Y | +66.5% | +1.8% | +64.7% | +58.2% |
| 5Y | +79.6% | -15.5% | +95.1% | +82.7% |
| 10Y | +333.8% | +54.9% | +278.9% | +228.8% |
| All | +7,540.2% | +1,254.5% | +6,285.7% | +2,284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling