+3,921.2%
DHR vs PFG
+979.8%
+2,941.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +4.2% | +5.0% | -0.8% | +2.9% |
| 3M | +13.0% | +0.1% | +13.0% | +12.8% |
| 6M | +40.2% | +13.8% | +26.4% | +35.1% |
| YTD | +2.0% | +31.2% | -29.2% | -5.4% |
| 1Y | +6.6% | +37.1% | -30.5% | -2.3% |
| 3Y | +19.9% | +80.6% | -60.7% | +1.8% |
| 5Y | -11.7% | +93.7% | -105.5% | -26.9% |
| 10Y | +240.6% | +185.5% | +55.0% | +139.1% |
| All | +3,921.2% | +979.8% | +2,941.4% | +1,536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling