+7,546.8%
DRI vs PHM
+5,170.4%
+2,376.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -0.7% | -4.8% | +4.0% | +0.7% |
| 30D | +14.7% | +16.5% | -1.8% | +9.4% |
| 3M | +5.4% | -2.0% | +7.4% | +5.8% |
| 6M | +18.8% | +12.7% | +6.2% | +13.9% |
| YTD | +28.4% | +11.2% | +17.2% | +22.9% |
| 1Y | +37.7% | +7.7% | +29.9% | +33.0% |
| 3Y | +68.0% | +60.9% | +7.1% | +39.8% |
| 5Y | +78.8% | +167.7% | -88.9% | +24.6% |
| 10Y | +334.2% | +692.1% | -357.9% | +119.1% |
| All | +7,546.8% | +5,170.4% | +2,376.5% | +1,856.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling