+836.4%
DHR vs PBF
+303.9%
+532.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.9% | +4.3% | -8.2% | -4.1% |
| 30D | +4.0% | +22.0% | -18.0% | +2.8% |
| 3M | +11.5% | +74.5% | -63.0% | +7.8% |
| 6M | +1.9% | +67.7% | -65.8% | -1.7% |
| YTD | -8.9% | +179.2% | -188.1% | -15.0% |
| 1Y | +5.1% | +170.0% | -164.9% | -2.1% |
| 3Y | -10.3% | +66.4% | -76.7% | -15.6% |
| 5Y | -27.8% | +764.5% | -792.3% | -38.8% |
| 10Y | +203.6% | +358.5% | -154.9% | +145.2% |
| All | +836.4% | +303.9% | +532.5% | +627.6% |
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 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