+65.4%
DRI vs PSLV
+154.2%
-88.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -3.2% | -3.5% | +0.2% | -3.1% |
| 30D | -7.8% | -2.1% | -5.7% | -7.8% |
| 3M | +0.4% | -1.6% | +2.0% | +0.3% |
| 6M | +4.8% | -25.5% | +30.3% | +6.1% |
| YTD | +16.7% | -11.4% | +28.1% | +14.9% |
| 1Y | +1.5% | +48.6% | -47.1% | -4.9% |
| 3Y | +56.3% | +166.9% | -110.6% | +35.0% |
| All | +65.4% | +154.2% | -88.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling