-5.4%
DHI vs PBF
+76.4%
-81.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.2% |
| 7D | -2.3% | +1.4% | -3.7% | -2.0% |
| 30D | -5.3% | +15.8% | -21.1% | -1.8% |
| 3M | -7.8% | +90.3% | -98.0% | +11.4% |
| 6M | -5.4% | +102.8% | -108.2% | +18.5% |
| All | -5.4% | +76.4% | -81.7% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling