+63.2%
DHI vs PFGC
+110.3%
-47.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -3.4% | -4.8% | +1.4% | -1.4% |
| 30D | -5.4% | -12.5% | +7.1% | -0.1% |
| 3M | -10.4% | -9.7% | -0.7% | -6.7% |
| 6M | -2.8% | +7.0% | -9.8% | -5.9% |
| YTD | -3.4% | +4.5% | -7.9% | -6.3% |
| 1Y | -22.9% | -11.6% | -11.3% | -19.8% |
| 3Y | +20.7% | +58.5% | -37.8% | -4.6% |
| All | +63.2% | +110.3% | -47.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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