+143.9%
PM vs DRI
+66.4%
+77.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.2% | +2.8% | -8.0% | -5.4% |
| 30D | +2.7% | +13.3% | -10.6% | +1.7% |
| 3M | +5.2% | +8.2% | -3.0% | +4.5% |
| 6M | +17.0% | +17.5% | -0.5% | +15.4% |
| YTD | +25.5% | +26.9% | -1.4% | +23.1% |
| 1Y | +35.5% | +31.6% | +4.0% | +32.6% |
| 3Y | +143.9% | +67.0% | +77.0% | +132.0% |
| All | +143.9% | +66.4% | +77.5% | +132.0% |
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