+1,471.6%
DHI vs PSLV
+109.5%
+1,362.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -3.4% | -3.5% | +0.1% | -2.9% |
| 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% | +0.7% |
| YTD | -3.4% | -11.4% | +8.0% | -4.7% |
| 1Y | -22.9% | +48.6% | -71.5% | -30.9% |
| 3Y | +20.7% | +166.9% | -146.2% | -3.6% |
| 5Y | +62.1% | +152.4% | -90.3% | +29.2% |
| 10Y | +410.4% | +187.8% | +222.7% | +284.3% |
| All | +1,471.6% | +109.5% | +1,362.1% | +857.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling