+404.6%
DHI vs PSLV
+190.6%
+214.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -3.4% | -3.5% | +0.1% | -2.8% |
| 30D | -5.4% | -2.1% | -3.3% | -5.2% |
| 3M | -10.4% | -1.6% | -8.8% | -10.5% |
| 6M | -2.8% | -25.5% | +22.7% | +1.5% |
| YTD | -3.4% | -11.4% | +8.0% | -5.9% |
| 1Y | -22.9% | +48.6% | -71.5% | -34.7% |
| 3Y | +20.7% | +166.9% | -146.2% | -15.0% |
| 5Y | +62.1% | +152.4% | -90.3% | +13.4% |
| All | +404.6% | +190.6% | +214.0% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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