+63.2%
DHI vs PFG
+111.0%
-47.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -5.4% | +2.9% | -8.3% | -6.7% |
| 3M | -10.4% | +6.7% | -17.2% | -13.4% |
| 6M | -2.8% | +33.8% | -36.5% | -15.2% |
| YTD | -3.4% | +35.0% | -38.4% | -16.6% |
| 1Y | -22.9% | +46.4% | -69.3% | -36.0% |
| 3Y | +20.7% | +71.7% | -51.0% | -9.0% |
| All | +63.2% | +111.0% | -47.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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