+12,501.5%
DHI vs PNR
+2,200.2%
+10,301.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -3.4% | -6.0% | +2.6% | -0.1% |
| 30D | -5.4% | -14.0% | +8.5% | +2.6% |
| 3M | -10.4% | -21.7% | +11.2% | +1.2% |
| 6M | -2.8% | -37.3% | +34.5% | +23.7% |
| YTD | -3.4% | -45.1% | +41.7% | +31.3% |
| 1Y | -22.9% | -49.1% | +26.2% | +9.4% |
| 3Y | +20.7% | -14.8% | +35.5% | +27.7% |
| 5Y | +62.1% | -21.0% | +83.1% | +77.3% |
| 10Y | +410.4% | +64.7% | +345.7% | +265.8% |
| All | +12,501.5% | +2,200.2% | +10,301.3% | +4,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling