+489.4%
DHR vs PFGC
+409.4%
+80.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | +0.2% | -15.8% | +16.0% | +2.2% |
| 3M | +12.1% | -0.6% | +12.7% | +12.0% |
| 6M | +5.4% | +10.7% | -5.2% | +4.0% |
| YTD | -10.0% | +7.6% | -17.6% | -11.1% |
| 1Y | +4.1% | -7.8% | +11.9% | +4.6% |
| 3Y | -5.2% | +63.7% | -68.9% | -10.9% |
| 5Y | -28.2% | +112.3% | -140.5% | -34.6% |
| 10Y | +208.4% | +286.7% | -78.3% | +170.8% |
| All | +489.4% | +409.4% | +80.0% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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