+422.1%
DHI vs PFGC
+396.6%
+25.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | -6.1% | -4.8% | -1.3% | -4.8% |
| 30D | -10.1% | -17.2% | +7.1% | -5.2% |
| 3M | -7.3% | -6.3% | -1.0% | -5.7% |
| 6M | -6.1% | +8.8% | -15.0% | -8.5% |
| YTD | -5.0% | +4.9% | -10.0% | -6.8% |
| 1Y | -22.1% | -9.5% | -12.6% | -20.4% |
| 3Y | +19.2% | +59.6% | -40.4% | +3.2% |
| 5Y | +59.4% | +113.5% | -54.1% | +26.0% |
| 10Y | +401.8% | +292.8% | +109.0% | +227.1% |
| All | +422.1% | +396.6% | +25.5% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling