+129.8%
PM vs DHI
+21.1%
+108.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +4.7% | -3.4% | +8.1% | +4.7% |
| 30D | +2.6% | -5.4% | +8.1% | +2.7% |
| 3M | +6.6% | -10.4% | +17.0% | +6.7% |
| 6M | +16.5% | -2.8% | +19.3% | +16.6% |
| YTD | +21.2% | -3.4% | +24.6% | +21.3% |
| 1Y | +17.9% | -22.9% | +40.8% | +17.4% |
| 3Y | +129.8% | +20.7% | +109.1% | +120.7% |
| All | +129.8% | +21.1% | +108.8% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling