+52,902.4%
DHR vs PPG
+2,583.7%
+50,318.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.6% | -6.2% | +2.6% | -1.0% |
| 30D | -2.7% | -7.9% | +5.2% | +0.7% |
| 3M | +10.9% | -10.2% | +21.2% | +15.6% |
| 6M | +3.0% | +2.7% | +0.4% | +0.7% |
| YTD | -12.2% | +4.9% | -17.1% | -15.3% |
| 1Y | +3.3% | -3.2% | +6.5% | +3.0% |
| 3Y | -8.2% | -17.0% | +8.8% | -3.1% |
| 5Y | -29.9% | -23.3% | -6.6% | -24.8% |
| 10Y | +208.5% | +26.4% | +182.1% | +153.7% |
| All | +52,902.4% | +2,583.7% | +50,318.7% | +13,711.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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