+1,333.8%
DHR vs PM
+752.6%
+581.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -3.9% | -4.9% | +1.0% | -2.1% |
| 30D | +4.0% | -3.4% | +7.4% | +5.2% |
| 3M | +11.5% | +5.2% | +6.3% | +9.0% |
| 6M | +1.9% | +3.7% | -1.9% | -0.9% |
| YTD | -8.9% | +15.8% | -24.7% | -15.3% |
| 1Y | +5.1% | +17.4% | -12.3% | -3.3% |
| 3Y | -10.3% | +116.9% | -127.2% | -38.2% |
| 5Y | -27.8% | +117.3% | -145.1% | -51.0% |
| 10Y | +203.6% | +193.8% | +9.9% | +68.6% |
| All | +1,333.8% | +752.6% | +581.2% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling