+9,471.1%
PH vs DRI
+7,978.2%
+1,492.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +2.0% | +2.8% | -0.8% | +0.8% |
| 30D | -3.7% | +13.3% | -16.9% | -8.2% |
| 3M | -14.0% | +8.2% | -22.2% | -16.9% |
| 6M | +2.1% | +17.5% | -15.4% | -4.6% |
| YTD | +5.1% | +26.9% | -21.9% | -5.0% |
| 1Y | +10.9% | +31.6% | -20.6% | -1.1% |
| 3Y | +132.9% | +67.0% | +66.0% | +87.4% |
| 5Y | +200.1% | +72.9% | +127.2% | +136.2% |
| 10Y | +783.8% | +371.3% | +412.5% | +360.5% |
| All | +9,471.1% | +7,978.2% | +1,492.9% | +2,107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling