+797.4%
PM vs DHI
+1,192.6%
-395.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.5% |
| 7D | +1.9% | -6.1% | +8.1% | +2.8% |
| 30D | +1.9% | -10.1% | +12.0% | +3.4% |
| 3M | +4.6% | -7.3% | +11.9% | +5.5% |
| 6M | +11.7% | -6.1% | +17.8% | +12.1% |
| YTD | +20.4% | -5.0% | +25.4% | +20.5% |
| 1Y | +19.0% | -22.1% | +41.1% | +22.2% |
| 3Y | +130.4% | +19.2% | +111.1% | +117.3% |
| 5Y | +131.5% | +59.4% | +72.1% | +105.0% |
| 10Y | +218.7% | +401.8% | -183.2% | +130.6% |
| All | +797.4% | +1,192.6% | -395.3% | +431.9% |
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