+70.4%
DRI vs PHM
+152.9%
-82.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.4% |
| 30D | -0.4% | -9.7% | +9.3% | +2.8% |
| 3M | +9.5% | +2.2% | +7.3% | +8.3% |
| 6M | +6.5% | -5.7% | +12.1% | +7.8% |
| YTD | +18.4% | +2.8% | +15.6% | +16.1% |
| 1Y | +4.2% | -14.4% | +18.6% | +8.2% |
| 3Y | +57.1% | +52.2% | +4.9% | +27.5% |
| 5Y | +70.4% | +154.3% | -83.8% | +6.3% |
| All | +70.4% | +152.9% | -82.5% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling