+2,589.1%
PG vs DHI
+12,501.5%
-9,912.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -0.8% | -3.4% | +2.6% | -0.5% |
| 30D | +0.8% | -5.4% | +6.3% | +1.3% |
| 3M | -1.3% | -10.4% | +9.1% | -0.4% |
| 6M | -3.8% | -2.8% | -1.1% | -3.8% |
| YTD | +3.6% | -3.4% | +7.0% | +3.7% |
| 1Y | -5.7% | -22.9% | +17.2% | -3.9% |
| 3Y | +1.6% | +20.7% | -19.1% | -1.6% |
| 5Y | +14.6% | +62.1% | -47.5% | +7.0% |
| 10Y | +121.2% | +410.4% | -289.2% | +83.5% |
| All | +2,589.1% | +12,501.5% | -9,912.4% | +1,646.0% |
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