+404.6%
DHI vs PNR
+66.2%
+338.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -3.4% | -6.0% | +2.6% | +0.5% |
| 30D | -5.4% | -14.0% | +8.5% | +3.9% |
| 3M | -10.4% | -21.7% | +11.2% | +3.0% |
| 6M | -2.8% | -37.3% | +34.5% | +28.5% |
| YTD | -3.4% | -45.1% | +41.7% | +37.8% |
| 1Y | -22.9% | -49.1% | +26.2% | +15.7% |
| 3Y | +20.7% | -14.8% | +35.5% | +26.6% |
| 5Y | +62.1% | -21.0% | +83.1% | +73.8% |
| All | +404.6% | +66.2% | +338.4% | +227.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling