+837.9%
PM vs DRI
+1,500.0%
-662.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -1.3% | +10.8% | -12.2% | -3.4% |
| 3M | +6.5% | +0.9% | +5.6% | +6.1% |
| 6M | +7.0% | +16.3% | -9.3% | +3.3% |
| YTD | +25.8% | +27.8% | -2.0% | +18.8% |
| 1Y | +30.9% | +33.9% | -3.0% | +22.3% |
| 3Y | +148.0% | +67.2% | +80.8% | +117.5% |
| 5Y | +161.2% | +79.0% | +82.2% | +122.7% |
| 10Y | +261.5% | +332.2% | -70.7% | +132.0% |
| All | +837.9% | +1,500.0% | -662.0% | +295.1% |
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