+386.6%
PSX vs DRI
+348.4%
+38.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.3% |
| 7D | +1.8% | -4.8% | +6.7% | +3.9% |
| 30D | +21.6% | -3.9% | +25.6% | +23.4% |
| 3M | +46.5% | +5.1% | +41.4% | +42.4% |
| 6M | +62.0% | +5.5% | +56.5% | +56.3% |
| YTD | +106.3% | +16.5% | +89.9% | +90.1% |
| 1Y | +103.0% | +2.0% | +101.0% | +96.9% |
| 3Y | +135.5% | +54.5% | +81.0% | +87.8% |
| 5Y | +368.5% | +66.6% | +301.9% | +251.3% |
| 10Y | +386.6% | +353.6% | +32.9% | +139.0% |
| All | +386.6% | +348.4% | +38.1% | +139.0% |
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 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