+404.6%
DHI vs PBF
+374.8%
+29.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -3.4% | +5.3% | -8.7% | -4.0% |
| 30D | -5.4% | +11.7% | -17.2% | -6.7% |
| 3M | -10.4% | +91.1% | -101.5% | -17.6% |
| 6M | -2.8% | +88.4% | -91.2% | -11.4% |
| YTD | -3.4% | +194.1% | -197.5% | -17.5% |
| 1Y | -22.9% | +180.4% | -203.3% | -34.2% |
| 3Y | +20.7% | +59.3% | -38.6% | +7.7% |
| 5Y | +62.1% | +816.3% | -754.1% | +5.7% |
| All | +404.6% | +374.8% | +29.8% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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