+9.8%
DHI vs PNR
-33.6%
+43.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.8% |
| 7D | +7.6% | +6.0% | +1.6% | +5.1% |
| 30D | +15.3% | +32.4% | -17.2% | +2.1% |
| 3M | +4.4% | +1.6% | +2.8% | +3.7% |
| 6M | +8.3% | -9.5% | +17.8% | +11.8% |
| YTD | +10.4% | -32.0% | +42.4% | +25.7% |
| 1Y | +9.8% | -34.4% | +44.2% | +31.8% |
| All | +9.8% | -33.6% | +43.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling