+232.4%
PM vs DRI
+367.2%
-134.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.2% | +2.8% | -8.0% | -5.7% |
| 30D | +2.7% | +13.3% | -10.6% | +0.3% |
| 3M | +6.1% | +8.2% | -2.0% | +4.4% |
| 6M | +18.0% | +17.5% | +0.5% | +14.2% |
| YTD | +26.6% | +26.9% | -0.3% | +20.4% |
| 1Y | +36.7% | +31.6% | +5.1% | +29.0% |
| 3Y | +146.0% | +67.0% | +79.1% | +118.4% |
| 5Y | +164.1% | +72.9% | +91.2% | +129.9% |
| All | +232.4% | +367.2% | -134.8% | +169.6% |
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