+20.7%
DHI vs PBR
+99.7%
-79.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.7% |
| 7D | -3.4% | +5.4% | -8.8% | -3.5% |
| 30D | -5.4% | +22.9% | -28.3% | -5.8% |
| 3M | -10.4% | +19.6% | -30.1% | -10.7% |
| 6M | -2.8% | +16.5% | -19.2% | -3.3% |
| YTD | -3.4% | +86.7% | -90.1% | -8.6% |
| 1Y | -22.9% | +74.7% | -97.6% | -26.6% |
| 3Y | +20.7% | +102.6% | -81.9% | +6.3% |
| All | +20.7% | +99.7% | -79.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling