-11.7%
DHR vs PCOR
-12.9%
+1.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +4.2% | +37.4% | -33.3% | -3.4% |
| 3M | +13.0% | +33.2% | -20.2% | +5.1% |
| 6M | +40.2% | +60.6% | -20.4% | +23.9% |
| YTD | +2.0% | +6.2% | -4.1% | -1.8% |
| 1Y | +6.6% | -1.1% | +7.7% | +4.4% |
| 3Y | +19.9% | +48.4% | -28.5% | +2.3% |
| 5Y | -11.7% | -13.1% | +1.4% | -24.5% |
| All | -11.7% | -12.9% | +1.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 5y: compounded portfolio wealth divided by compounded PCOR 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…
5y analysis · Full analysis span regression · 6 months rolling