+763.1%
PM vs DRI
+1,410.3%
-647.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.4% | +3.8% | -7.2% | -4.2% |
| 3M | +5.2% | +13.0% | -7.8% | +2.4% |
| 6M | +3.7% | +8.3% | -4.6% | +1.7% |
| YTD | +15.8% | +20.6% | -4.9% | +10.8% |
| 1Y | +17.4% | +6.5% | +10.9% | +15.0% |
| 3Y | +116.9% | +53.7% | +63.2% | +93.8% |
| 5Y | +117.3% | +72.7% | +44.6% | +86.6% |
| 10Y | +193.8% | +363.2% | -169.4% | +85.3% |
| All | +763.1% | +1,410.3% | -647.2% | +268.5% |
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