+162.6%
PM vs DRI
+78.6%
+84.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +1.1% | -0.5% | +0.4% |
| 30D | -3.2% | +9.7% | -12.9% | -4.4% |
| 3M | +6.2% | +3.2% | +3.0% | +5.7% |
| 6M | +7.7% | +20.6% | -12.9% | +4.7% |
| YTD | +27.3% | +28.3% | -1.0% | +22.5% |
| 1Y | +32.8% | +34.5% | -1.8% | +26.9% |
| 3Y | +150.0% | +66.5% | +83.5% | +127.5% |
| All | +162.6% | +78.6% | +84.0% | +130.9% |
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