+23.4%
PFE vs DRI
+68.4%
-45.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -0.7% | -2.2% | -2.8% |
| 30D | +5.2% | +14.7% | -9.5% | +3.0% |
| 3M | +12.2% | +5.4% | +6.8% | +11.2% |
| 6M | +17.8% | +18.8% | -1.0% | +14.2% |
| YTD | +26.2% | +28.4% | -2.2% | +20.3% |
| 1Y | +23.2% | +37.7% | -14.5% | +16.0% |
| All | +23.4% | +68.4% | -45.0% | +18.5% |
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