+204.4%
DHR vs PM
+217.1%
-12.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.7% |
| 7D | -5.0% | +1.9% | -6.9% | -5.5% |
| 30D | -3.3% | +1.9% | -5.2% | -3.9% |
| 3M | +9.4% | +4.6% | +4.8% | +8.0% |
| 6M | +3.2% | +11.7% | -8.5% | -0.5% |
| YTD | -12.0% | +20.4% | -32.4% | -17.1% |
| 1Y | +4.9% | +19.0% | -14.1% | -1.1% |
| 3Y | -7.4% | +130.4% | -137.7% | -30.7% |
| 5Y | -29.8% | +131.5% | -161.2% | -48.0% |
| All | +204.4% | +217.1% | -12.7% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling