+204.4%
DHR vs PBF
+367.4%
-163.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.1% |
| 7D | -5.0% | +2.3% | -7.3% | -5.1% |
| 30D | -3.3% | +11.6% | -14.9% | -3.9% |
| 3M | +9.4% | +81.7% | -72.3% | +6.0% |
| 6M | +3.2% | +96.4% | -93.3% | -0.9% |
| YTD | -12.0% | +189.5% | -201.5% | -17.5% |
| 1Y | +4.9% | +180.7% | -175.9% | -1.7% |
| 3Y | -7.4% | +56.6% | -64.0% | -12.2% |
| 5Y | -29.8% | +802.0% | -831.7% | -39.2% |
| All | +204.4% | +367.4% | -163.0% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling