-24.0%
PFE vs DRI
+78.5%
-102.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +3.1% | +10.8% | -7.7% | +1.6% |
| 3M | +11.2% | +0.9% | +10.3% | +10.9% |
| 6M | +15.0% | +16.3% | -1.3% | +12.3% |
| YTD | +23.5% | +27.8% | -4.2% | +18.7% |
| 1Y | +18.9% | +33.9% | -14.9% | +13.4% |
| 3Y | +18.7% | +67.2% | -48.5% | +10.1% |
| 5Y | -24.0% | +79.0% | -103.0% | -33.4% |
| All | -24.0% | +78.5% | -102.6% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling