+66.6%
DHI vs PCOR
-8.1%
+74.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -8.4% | +2.2% | -10.5% | -8.8% |
| 30D | +6.6% | +37.4% | -30.8% | -0.4% |
| 3M | -0.9% | +33.2% | -34.1% | -7.2% |
| 6M | +1.1% | +60.6% | -59.5% | -9.6% |
| YTD | +1.2% | +6.2% | -5.0% | -2.3% |
| 1Y | +0.1% | -1.1% | +1.2% | -1.7% |
| 3Y | +21.5% | +48.4% | -26.9% | +3.2% |
| 5Y | +55.6% | -13.1% | +68.7% | +36.9% |
| All | +66.6% | -8.1% | +74.7% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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