+7,460.3%
DRI vs PTC
+601.4%
+6,858.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 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% | +2.4% |
| 6M | +17.5% | +42.6% | -25.1% | +9.3% |
| YTD | +26.9% | +12.0% | +14.9% | +22.4% |
| 1Y | +31.6% | +12.2% | +19.4% | +26.8% |
| 3Y | +67.0% | +31.2% | +35.7% | +55.6% |
| 5Y | +72.9% | +54.9% | +18.0% | +56.0% |
| 10Y | +371.3% | +343.1% | +28.2% | +261.1% |
| All | +7,460.3% | +601.4% | +6,858.9% | +3,795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling