+56.4%
DHI vs PCOR
-36.7%
+93.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -6.1% | -12.2% | +6.1% | -3.6% |
| 30D | -10.1% | -9.4% | -0.7% | -8.4% |
| 3M | -7.3% | +22.2% | -29.5% | -11.7% |
| 6M | -6.1% | -7.3% | +1.2% | -6.2% |
| YTD | -5.0% | -26.8% | +21.8% | -0.5% |
| 1Y | -22.1% | -22.2% | +0.1% | -20.0% |
| 3Y | +19.2% | -19.1% | +38.3% | +16.0% |
| 5Y | +59.4% | -42.4% | +101.8% | +52.4% |
| All | +56.4% | -36.7% | +93.0% | +49.3% |
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