+67.0%
DRI vs PTC
+32.2%
+34.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +13.3% | +0.8% | +12.5% | +13.1% |
| 3M | +8.2% | +32.1% | -23.9% | +3.6% |
| 6M | +17.5% | +42.6% | -25.1% | +10.5% |
| YTD | +26.9% | +12.0% | +14.9% | +26.0% |
| 1Y | +31.6% | +12.2% | +19.4% | +30.5% |
| 3Y | +67.0% | +31.2% | +35.7% | +52.5% |
| All | +67.0% | +32.2% | +34.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling