+713.9%
PH vs DRI
+343.2%
+370.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +2.1% | +4.2% | -2.1% | +0.1% |
| 30D | +0.3% | +15.7% | -15.4% | -6.4% |
| 3M | -8.8% | +5.8% | -14.6% | -11.7% |
| 6M | +10.0% | +18.4% | -8.4% | +0.6% |
| YTD | +10.5% | +28.2% | -17.7% | -3.3% |
| 1Y | +15.5% | +35.9% | -20.4% | -1.8% |
| 3Y | +136.4% | +67.7% | +68.6% | +77.5% |
| 5Y | +213.6% | +77.9% | +135.7% | +125.6% |
| 10Y | +713.9% | +338.7% | +375.2% | +272.6% |
| All | +713.9% | +343.2% | +370.7% | +272.6% |
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