+253.6%
PH vs DRI
+72.9%
+180.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.1% | +0.6% | -3.6% | -3.3% |
| 30D | -3.2% | +3.8% | -7.1% | -4.9% |
| 3M | +10.6% | +13.0% | -2.4% | +4.5% |
| 6M | -2.1% | +8.3% | -10.4% | -6.2% |
| YTD | +10.2% | +20.6% | -10.4% | +0.2% |
| 1Y | +28.2% | +6.5% | +21.8% | +22.8% |
| 3Y | +134.9% | +53.7% | +81.2% | +85.3% |
| All | +253.6% | +72.9% | +180.8% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling