+32.8%
PFE vs DHI
+414.5%
-381.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | 0.0% |
| 7D | -2.6% | -3.4% | +0.8% | -2.1% |
| 30D | +5.4% | -5.4% | +10.8% | +6.2% |
| 3M | +7.8% | -10.4% | +18.2% | +9.2% |
| 6M | +5.0% | -2.8% | +7.8% | +5.0% |
| YTD | +17.1% | -3.4% | +20.5% | +17.0% |
| 1Y | +19.3% | -22.9% | +42.2% | +22.8% |
| 3Y | -0.9% | +20.7% | -21.6% | -5.1% |
| 5Y | -20.8% | +62.1% | -82.9% | -28.5% |
| All | +32.8% | +414.5% | -381.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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