-27.9%
DHR vs PFG
+109.8%
-137.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -2.4% | +3.2% | -5.6% | -3.7% |
| 30D | -2.2% | +0.9% | -3.1% | -2.7% |
| 3M | +9.0% | +7.7% | +1.2% | +5.3% |
| 6M | +3.5% | +29.0% | -25.5% | -7.2% |
| YTD | -10.1% | +32.5% | -42.6% | -20.6% |
| 1Y | +6.2% | +47.3% | -41.1% | -10.5% |
| 3Y | -5.4% | +68.2% | -73.6% | -25.7% |
| 5Y | -27.9% | +108.5% | -136.4% | -45.8% |
| All | -27.9% | +109.8% | -137.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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