+57.3%
DRAM vs PHM
+10.1%
+47.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.6% | -2.7% |
| 7D | +18.0% | -6.1% | +24.1% | +17.9% |
| 30D | -17.4% | +13.7% | -31.1% | -18.3% |
| 3M | -20.3% | -1.5% | -18.8% | -18.9% |
| 6M | -14.9% | +11.3% | -26.2% | -19.3% |
| All | +57.3% | +10.1% | +47.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling