-8.2%
DHR vs PNR
-14.5%
+6.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -6.0% | +2.4% | -1.1% |
| 30D | -2.7% | -14.0% | +11.2% | +3.4% |
| 3M | +10.9% | -21.7% | +32.6% | +21.3% |
| 6M | +3.0% | -37.3% | +40.3% | +24.4% |
| YTD | -12.2% | -45.1% | +32.9% | +12.6% |
| 1Y | +3.3% | -49.1% | +52.4% | +37.6% |
| 3Y | -8.2% | -14.8% | +6.6% | -7.2% |
| All | -8.2% | -14.5% | +6.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling