+248.5%
DHR vs PR
+83.7%
+164.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.4% |
| 7D | +2.6% | +6.7% | -4.1% | +2.4% |
| 30D | +4.2% | -6.1% | +10.3% | +4.3% |
| 3M | +13.0% | +6.9% | +6.2% | +12.7% |
| 6M | +40.2% | +14.6% | +25.6% | +39.4% |
| YTD | +2.0% | +66.1% | -64.1% | +0.2% |
| 1Y | +6.6% | +77.0% | -70.4% | +4.4% |
| 3Y | +19.9% | +93.8% | -73.9% | +16.8% |
| 5Y | -11.7% | +268.2% | -280.0% | -15.3% |
| All | +248.5% | +83.7% | +164.7% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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