+62,539.0%
DHR vs PCG
+88.9%
+62,450.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +7.4% | +0.8% | +6.7% | +7.3% |
| 3M | +13.0% | -22.0% | +35.0% | +15.6% |
| 6M | +38.5% | -17.1% | +55.6% | +40.5% |
| YTD | +3.8% | -16.9% | +20.6% | +5.2% |
| 1Y | +12.6% | -19.1% | +31.7% | +14.4% |
| 3Y | +22.0% | -19.4% | +41.4% | +23.5% |
| 5Y | -9.5% | +9.0% | -18.5% | -11.8% |
| 10Y | +249.4% | -76.2% | +325.5% | +260.7% |
| All | +62,539.0% | +88.9% | +62,450.1% | +35,776.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling