+215.7%
DHR vs PCG
-76.0%
+291.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.1% |
| 7D | -2.4% | +6.5% | -8.9% | -2.9% |
| 30D | -2.2% | -16.7% | +14.6% | -1.2% |
| 3M | +9.0% | -14.2% | +23.1% | +9.8% |
| 6M | +3.5% | -21.5% | +24.9% | +4.9% |
| YTD | -10.1% | -11.2% | +1.1% | -9.8% |
| 1Y | +6.2% | -4.2% | +10.4% | +6.0% |
| 3Y | -5.4% | -14.9% | +9.5% | -5.0% |
| 5Y | -27.9% | +54.2% | -82.1% | -30.1% |
| 10Y | +215.7% | -75.3% | +291.1% | +230.5% |
| All | +215.7% | -76.0% | +291.7% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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