+3,908.7%
PG vs DHR
+54,775.9%
-50,867.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -2.7% | -5.0% | +2.3% | -1.7% |
| 30D | -1.5% | -3.3% | +1.8% | -0.9% |
| 3M | -3.4% | +9.4% | -12.8% | -5.5% |
| 6M | -7.0% | +3.2% | -10.1% | -8.2% |
| YTD | +2.0% | -12.0% | +14.0% | +3.9% |
| 1Y | -6.5% | +4.9% | -11.4% | -8.4% |
| 3Y | +1.2% | -7.4% | +8.5% | +0.1% |
| 5Y | +12.8% | -29.8% | +42.6% | +16.8% |
| 10Y | +117.7% | +209.1% | -91.4% | +65.7% |
| All | +3,908.7% | +54,775.9% | -50,867.2% | +980.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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