+345.8%
PSX vs DRI
+370.8%
-25.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.4% |
| 7D | -8.0% | +3.1% | -11.1% | -9.3% |
| 30D | -9.0% | +16.2% | -25.3% | -14.6% |
| 3M | +24.7% | +8.4% | +16.4% | +20.0% |
| 6M | +49.3% | +19.0% | +30.3% | +37.1% |
| YTD | +100.2% | +28.8% | +71.4% | +76.1% |
| 1Y | +88.8% | +33.1% | +55.7% | +63.4% |
| 3Y | +152.5% | +70.8% | +81.7% | +92.6% |
| 5Y | +283.2% | +74.2% | +209.0% | +182.1% |
| 10Y | +345.8% | +345.5% | +0.3% | +116.2% |
| All | +345.8% | +370.8% | -25.0% | +116.2% |
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