+3,777.4%
DHI vs PBR
+1,899.4%
+1,878.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | -3.4% | +5.4% | -8.8% | -4.8% |
| 30D | -5.4% | +22.9% | -28.3% | -10.6% |
| 3M | -10.4% | +19.6% | -30.1% | -15.2% |
| 6M | -2.8% | +16.5% | -19.2% | -7.9% |
| YTD | -3.4% | +86.7% | -90.1% | -19.6% |
| 1Y | -22.9% | +74.7% | -97.6% | -34.9% |
| 3Y | +20.7% | +102.6% | -81.9% | -4.7% |
| 5Y | +62.1% | +566.6% | -504.5% | -13.4% |
| 10Y | +410.4% | +686.1% | -275.6% | +115.4% |
| All | +3,777.4% | +1,899.4% | +1,878.1% | +918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling