+63.2%
DHI vs PBF
+799.3%
-736.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -3.4% | +5.3% | -8.7% | -3.6% |
| 30D | -5.4% | +11.7% | -17.2% | -5.9% |
| 3M | -10.4% | +91.1% | -101.5% | -13.4% |
| 6M | -2.8% | +88.4% | -91.2% | -6.6% |
| YTD | -3.4% | +194.1% | -197.5% | -10.8% |
| 1Y | -22.9% | +180.4% | -203.3% | -28.9% |
| 3Y | +20.7% | +59.3% | -38.6% | +13.1% |
| All | +63.2% | +799.3% | -736.1% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling