+5.1%
DHR vs PBF
+176.4%
-171.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.7% |
| 7D | -3.9% | +4.3% | -8.2% | -3.6% |
| 30D | +4.0% | +22.0% | -18.0% | +5.3% |
| 3M | +11.5% | +74.5% | -63.0% | +14.6% |
| 6M | +1.9% | +67.7% | -65.8% | +4.8% |
| YTD | -8.9% | +179.2% | -188.1% | -6.7% |
| 1Y | +5.1% | +170.0% | -164.9% | +9.6% |
| All | +5.1% | +176.4% | -171.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling