+1,067.6%
PSX vs DRI
+703.3%
+364.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -13.1% | +2.8% | -15.9% | -14.2% |
| 30D | -9.5% | +13.3% | -22.8% | -14.0% |
| 3M | +20.2% | +8.2% | +12.0% | +15.8% |
| 6M | +44.9% | +17.5% | +27.4% | +34.0% |
| YTD | +94.4% | +26.9% | +67.5% | +72.7% |
| 1Y | +83.1% | +31.6% | +51.5% | +59.8% |
| 3Y | +132.2% | +67.0% | +65.2% | +80.4% |
| 5Y | +278.8% | +72.9% | +205.9% | +182.8% |
| 10Y | +354.2% | +371.3% | -17.2% | +114.5% |
| All | +1,067.6% | +703.3% | +364.2% | +337.2% |
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 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