+12,501.5%
DHI vs PPG
+1,371.9%
+11,129.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -3.4% | -6.2% | +2.8% | +0.8% |
| 30D | -5.4% | -7.9% | +2.5% | -0.1% |
| 3M | -10.4% | -10.2% | -0.2% | -3.9% |
| 6M | -2.8% | +2.7% | -5.4% | -4.9% |
| YTD | -3.4% | +4.9% | -8.3% | -7.0% |
| 1Y | -22.9% | -3.2% | -19.7% | -21.8% |
| 3Y | +20.7% | -17.0% | +37.7% | +34.1% |
| 5Y | +62.1% | -23.3% | +85.5% | +85.9% |
| 10Y | +410.4% | +26.4% | +384.0% | +299.6% |
| All | +12,501.5% | +1,371.9% | +11,129.6% | +2,802.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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