+10.7%
DHR vs PCAR
+12.4%
-1.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -2.0% | +1.2% |
| 7D | +0.4% | +3.7% | -3.3% | -0.4% |
| 30D | +6.2% | -2.9% | +9.1% | +6.9% |
| 3M | +20.8% | -21.7% | +42.5% | +27.9% |
| 6M | +35.5% | -6.6% | +42.1% | +36.2% |
| YTD | +3.2% | -2.2% | +5.5% | +1.0% |
| 1Y | +10.7% | +12.2% | -1.6% | +4.0% |
| All | +10.7% | +12.4% | -1.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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