+6,954.3%
DRI vs PPG
+1,105.4%
+5,848.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.6% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -0.4% | -7.8% | +7.4% | +3.5% |
| 3M | +9.5% | -2.2% | +11.7% | +10.0% |
| 6M | +6.5% | +4.1% | +2.3% | +2.8% |
| YTD | +18.4% | +9.1% | +9.3% | +11.3% |
| 1Y | +4.2% | +1.0% | +3.3% | +1.4% |
| 3Y | +57.1% | -13.3% | +70.3% | +61.3% |
| 5Y | +70.4% | -19.2% | +89.6% | +76.8% |
| 10Y | +354.0% | +25.9% | +328.1% | +278.3% |
| All | +6,954.3% | +1,105.4% | +5,848.9% | +2,234.2% |
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