+49.6%
PFE vs DRI
+370.8%
-321.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | -4.7% | +3.1% | -7.8% | -5.1% |
| 30D | +3.4% | +16.2% | -12.9% | +1.3% |
| 3M | +9.2% | +8.4% | +0.9% | +7.9% |
| 6M | +15.8% | +19.0% | -3.2% | +12.8% |
| YTD | +23.4% | +28.8% | -5.4% | +18.8% |
| 1Y | +25.8% | +33.1% | -7.3% | +20.5% |
| 3Y | +17.8% | +70.8% | -52.9% | +8.6% |
| 5Y | -20.2% | +74.2% | -94.4% | -27.3% |
| 10Y | +49.6% | +345.5% | -295.9% | +32.7% |
| All | +49.6% | +370.8% | -321.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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