-8.7%
DHR vs PR
+73.2%
-81.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.9% | +2.9% | -6.8% | -4.2% |
| 30D | +4.0% | +18.0% | -14.0% | +2.0% |
| 3M | +11.5% | +16.9% | -5.4% | +9.2% |
| 6M | +1.9% | +28.2% | -26.4% | -2.3% |
| YTD | -8.9% | +69.3% | -78.2% | -17.1% |
| 1Y | +5.1% | +69.5% | -64.4% | -4.6% |
| All | -8.7% | +73.2% | -81.8% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling