+737.3%
PH vs DRI
+370.8%
+366.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.5% |
| 7D | +3.0% | +3.1% | -0.1% | +1.4% |
| 30D | -0.6% | +16.2% | -16.9% | -7.5% |
| 3M | -10.7% | +8.4% | -19.1% | -14.6% |
| 6M | +9.1% | +19.0% | -9.9% | -0.5% |
| YTD | +9.5% | +28.8% | -19.3% | -4.4% |
| 1Y | +14.0% | +33.1% | -19.1% | -2.1% |
| 3Y | +138.9% | +70.8% | +68.1% | +77.9% |
| 5Y | +209.1% | +74.2% | +134.9% | +124.5% |
| 10Y | +737.3% | +345.5% | +391.8% | +276.7% |
| All | +737.3% | +370.8% | +366.5% | +276.7% |
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