+3,575.1%
DHR vs PBR
+1,916.3%
+1,658.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -5.0% | +4.2% | -9.2% | -5.6% |
| 30D | -3.3% | +22.7% | -26.1% | -6.3% |
| 3M | +9.4% | +21.5% | -12.1% | +5.9% |
| 6M | +3.2% | +24.0% | -20.8% | -0.9% |
| YTD | -12.0% | +88.2% | -100.3% | -20.9% |
| 1Y | +4.9% | +74.8% | -69.9% | -4.8% |
| 3Y | -7.4% | +105.1% | -112.5% | -19.0% |
| 5Y | -29.8% | +572.2% | -602.0% | -50.9% |
| 10Y | +209.1% | +692.7% | -483.7% | +86.3% |
| All | +3,575.1% | +1,916.3% | +1,658.8% | +1,402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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