+2,713.9%
DHI vs PFG
+989.9%
+1,724.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.3% | +3.2% | -5.6% | -3.8% |
| 30D | -5.3% | +0.9% | -6.2% | -5.8% |
| 3M | -7.8% | +7.7% | -15.5% | -11.3% |
| 6M | -5.4% | +29.0% | -34.3% | -16.1% |
| YTD | -2.7% | +32.5% | -35.1% | -15.2% |
| 1Y | -21.0% | +47.3% | -68.3% | -34.5% |
| 3Y | +22.2% | +68.2% | -46.0% | -6.1% |
| 5Y | +62.2% | +108.5% | -46.3% | +10.6% |
| 10Y | +414.3% | +241.4% | +172.9% | +156.9% |
| All | +2,713.9% | +989.9% | +1,724.1% | +694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling