+1,410.9%
PFE vs DHI
+12,556.3%
-11,145.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.9% |
| 7D | -2.7% | -2.0% | -0.6% | -2.4% |
| 30D | +3.8% | -8.3% | +12.2% | +5.0% |
| 3M | +10.4% | -3.7% | +14.1% | +10.7% |
| 6M | +6.3% | -5.4% | +11.6% | +6.6% |
| YTD | +17.4% | -3.0% | +20.4% | +17.2% |
| 1Y | +21.1% | -23.8% | +45.0% | +24.6% |
| 3Y | -1.6% | +21.8% | -23.4% | -5.7% |
| 5Y | -22.2% | +59.6% | -81.8% | -29.0% |
| 10Y | +32.9% | +391.2% | -358.3% | +1.6% |
| All | +1,410.9% | +12,556.3% | -11,145.4% | +747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling