+7,085.5%
DRI vs PHM
+4,953.8%
+2,131.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.6% | -3.2% | +3.8% | +1.5% |
| 30D | +3.8% | -6.4% | +10.3% | +5.8% |
| 3M | +13.0% | +5.5% | +7.5% | +10.8% |
| 6M | +8.3% | -5.4% | +13.8% | +9.5% |
| YTD | +20.6% | +6.6% | +14.0% | +17.3% |
| 1Y | +6.5% | -8.8% | +15.3% | +8.3% |
| 3Y | +53.7% | +54.1% | -0.4% | +29.6% |
| 5Y | +72.7% | +144.5% | -71.8% | +23.8% |
| 10Y | +363.2% | +569.4% | -206.3% | +144.7% |
| All | +7,085.5% | +4,953.8% | +2,131.7% | +1,766.0% |
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