+358.7%
DRI vs PTC
+223.7%
+135.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +1.7% |
| 7D | +0.6% | -10.3% | +10.8% | +4.5% |
| 30D | +3.8% | +1.1% | +2.7% | +2.8% |
| 3M | +13.0% | +1.6% | +11.4% | +10.6% |
| 6M | +8.3% | -13.5% | +21.8% | +12.3% |
| YTD | +20.6% | -19.1% | +39.7% | +27.7% |
| 1Y | +6.5% | -33.9% | +40.3% | +22.0% |
| 3Y | +53.7% | -3.9% | +57.6% | +46.0% |
| 5Y | +72.7% | +6.0% | +66.6% | +52.7% |
| All | +358.7% | +223.7% | +135.1% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling