+353.6%
DRI vs PHM
+545.0%
-191.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -4.8% | -3.9% | -1.0% | -3.1% |
| 30D | -3.9% | -8.6% | +4.6% | 0.0% |
| 3M | +5.1% | -2.9% | +8.0% | +5.9% |
| 6M | +5.5% | -5.7% | +11.2% | +7.2% |
| YTD | +16.5% | +1.9% | +14.6% | +13.5% |
| 1Y | +2.0% | -12.3% | +14.3% | +6.2% |
| 3Y | +54.5% | +50.8% | +3.7% | +16.1% |
| 5Y | +66.6% | +157.3% | -90.7% | -10.8% |
| 10Y | +353.6% | +566.5% | -212.9% | +48.9% |
| All | +353.6% | +545.0% | -191.4% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling