+792.3%
PH vs DRI
+350.3%
+442.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | -10.8% | -0.4% | -10.4% | -10.8% |
| 3M | +8.5% | +9.5% | -1.1% | +3.5% |
| 6M | +3.9% | +6.5% | -2.5% | 0.0% |
| YTD | +9.4% | +18.4% | -9.0% | -0.2% |
| 1Y | +26.8% | +4.2% | +22.6% | +22.0% |
| 3Y | +140.8% | +57.1% | +83.7% | +86.9% |
| 5Y | +253.8% | +70.4% | +183.4% | +160.0% |
| 10Y | +792.3% | +354.0% | +438.3% | +299.5% |
| All | +792.3% | +350.3% | +442.1% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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