+35.6%
PFE vs DRI
+363.5%
-328.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | +10.2% | +3.8% | +6.4% | +9.6% |
| 3M | +12.7% | +13.0% | -0.3% | +10.6% |
| 6M | +10.5% | +8.3% | +2.2% | +9.1% |
| YTD | +20.2% | +20.6% | -0.5% | +16.6% |
| 1Y | +24.1% | +6.5% | +17.6% | +22.4% |
| 3Y | -3.6% | +53.7% | -57.3% | -10.0% |
| 5Y | -20.9% | +72.7% | -93.5% | -28.0% |
| All | +35.6% | +363.5% | -328.0% | +2.1% |
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