+210.9%
PM vs DHI
+414.5%
-203.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +4.7% | -3.4% | +8.1% | +5.2% |
| 30D | +2.6% | -5.4% | +8.1% | +3.5% |
| 3M | +6.6% | -10.4% | +17.0% | +8.2% |
| 6M | +16.5% | -2.8% | +19.3% | +16.4% |
| YTD | +21.2% | -3.4% | +24.6% | +21.0% |
| 1Y | +17.9% | -22.9% | +40.8% | +21.8% |
| 3Y | +129.8% | +20.7% | +109.1% | +111.6% |
| 5Y | +133.0% | +62.1% | +70.9% | +95.3% |
| All | +210.9% | +414.5% | -203.6% | +88.6% |
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 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