+1,677.8%
PG vs DRI
+7,437.5%
-5,759.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -0.1% | -0.4% | +0.2% | -0.1% |
| 3M | +1.1% | +9.5% | -8.4% | -0.3% |
| 6M | -3.8% | +6.5% | -10.3% | -4.8% |
| YTD | +3.8% | +18.4% | -14.6% | +1.1% |
| 1Y | -5.8% | +4.2% | -10.0% | -6.7% |
| 3Y | +3.0% | +57.1% | -54.1% | -4.4% |
| 5Y | +14.5% | +70.4% | -55.9% | +4.1% |
| 10Y | +117.8% | +354.0% | -236.3% | +62.3% |
| All | +1,677.8% | +7,437.5% | -5,759.7% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling