+61.7%
DHI vs PCOR
-40.5%
+102.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.3% |
| 7D | -2.0% | -6.9% | +4.9% | -0.5% |
| 30D | -8.3% | -1.5% | -6.8% | -8.2% |
| 3M | -3.7% | +18.5% | -22.2% | -7.8% |
| 6M | -5.4% | -4.7% | -0.7% | -6.0% |
| YTD | -3.0% | -22.8% | +19.8% | +0.7% |
| 1Y | -23.8% | -20.7% | -3.1% | -21.9% |
| 3Y | +21.8% | -14.6% | +36.4% | +16.9% |
| All | +61.7% | -40.5% | +102.2% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling