+345.5%
DRI vs PTC
+326.2%
+19.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +3.1% | +0.8% | +2.3% | +2.8% |
| 30D | +16.2% | +0.7% | +15.5% | +16.0% |
| 3M | +8.4% | +32.6% | -24.2% | -4.1% |
| 6M | +19.0% | +33.6% | -14.6% | +3.9% |
| YTD | +28.8% | +12.4% | +16.4% | +19.3% |
| 1Y | +33.1% | +11.2% | +21.9% | +23.7% |
| 3Y | +70.8% | +31.7% | +39.1% | +42.9% |
| 5Y | +74.2% | +60.1% | +14.2% | +30.3% |
| 10Y | +345.5% | +317.2% | +28.3% | +128.4% |
| All | +345.5% | +326.2% | +19.3% | +128.4% |
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