+1,112.1%
PSX vs DRI
+663.5%
+448.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +4.5% | +0.6% | +4.0% | +4.3% |
| 30D | +26.6% | +3.8% | +22.8% | +24.6% |
| 3M | +39.3% | +13.0% | +26.3% | +31.6% |
| 6M | +56.8% | +8.3% | +48.5% | +50.0% |
| YTD | +101.8% | +20.6% | +81.2% | +83.9% |
| 1Y | +99.6% | +6.5% | +93.2% | +90.6% |
| 3Y | +140.3% | +53.7% | +86.6% | +93.9% |
| 5Y | +339.3% | +72.7% | +266.7% | +228.6% |
| 10Y | +369.9% | +363.2% | +6.7% | +125.0% |
| All | +1,112.1% | +663.5% | +448.6% | +365.5% |
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