+745.5%
DHI vs PBF
+315.7%
+429.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -5.3% | +15.8% | -21.1% | -7.2% |
| 3M | -7.8% | +90.3% | -98.0% | -16.0% |
| 6M | -5.4% | +102.8% | -108.2% | -15.6% |
| YTD | -2.7% | +187.3% | -190.0% | -18.0% |
| 1Y | -21.0% | +161.8% | -182.8% | -33.1% |
| 3Y | +22.2% | +55.5% | -33.3% | +8.0% |
| 5Y | +62.2% | +801.9% | -739.7% | +1.6% |
| 10Y | +414.3% | +362.2% | +52.0% | +191.1% |
| All | +745.5% | +315.7% | +429.8% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling