-5.8%
DHR vs PCOR
-30.9%
+25.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.7% |
| 7D | -3.9% | -9.0% | +5.1% | -1.9% |
| 30D | +4.0% | +4.2% | -0.2% | +3.0% |
| 3M | +11.5% | +14.4% | -2.9% | +7.7% |
| 6M | +1.9% | +0.2% | +1.7% | +0.3% |
| YTD | -8.9% | -20.3% | +11.3% | -6.0% |
| 1Y | +5.1% | -16.1% | +21.2% | +6.5% |
| 3Y | -10.3% | -14.7% | +4.4% | -12.5% |
| 5Y | -27.8% | -43.2% | +15.4% | -32.3% |
| All | -5.8% | -30.9% | +25.2% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling