+14.3%
PFE vs DRI
+66.4%
-52.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.7% | +2.8% | -6.5% | -4.1% |
| 30D | +5.0% | +13.3% | -8.3% | +3.0% |
| 3M | +12.2% | +8.2% | +4.0% | +10.6% |
| 6M | +14.6% | +17.5% | -3.0% | +11.3% |
| YTD | +24.1% | +26.9% | -2.8% | +18.6% |
| 1Y | +26.6% | +31.6% | -5.0% | +20.1% |
| 3Y | +14.3% | +67.0% | -52.6% | +10.0% |
| All | +14.3% | +66.4% | -52.1% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling