+53,005.7%
DHR vs PNR
+3,435.9%
+49,569.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -5.0% | -5.5% | +0.5% | -3.2% |
| 30D | -3.3% | -15.6% | +12.2% | +2.3% |
| 3M | +9.4% | -20.2% | +29.6% | +17.1% |
| 6M | +3.2% | -36.6% | +39.8% | +18.9% |
| YTD | -12.0% | -45.0% | +33.0% | +6.0% |
| 1Y | +4.9% | -47.4% | +52.3% | +28.3% |
| 3Y | -7.4% | -13.7% | +6.3% | -4.7% |
| 5Y | -29.8% | -20.8% | -9.0% | -26.8% |
| 10Y | +209.1% | +65.2% | +143.9% | +143.2% |
| All | +53,005.7% | +3,435.9% | +49,569.7% | +20,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling