+64.7%
DHI vs PCOR
-30.9%
+95.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.3% |
| 7D | -3.1% | -9.0% | +5.8% | -1.3% |
| 30D | -5.5% | +4.2% | -9.6% | -6.4% |
| 3M | -2.2% | +14.4% | -16.6% | -5.5% |
| 6M | -6.0% | +0.2% | -6.1% | -7.6% |
| YTD | 0.0% | -20.3% | +20.2% | +3.0% |
| 1Y | -18.2% | -16.1% | -2.1% | -17.2% |
| 3Y | +22.5% | -14.7% | +37.3% | +18.2% |
| 5Y | +58.4% | -43.2% | +101.5% | +50.4% |
| All | +64.7% | -30.9% | +95.6% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling