+248.5%
DHR vs PCAR
+287.3%
-38.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.8% |
| 7D | +2.6% | +2.1% | +0.5% | +1.8% |
| 30D | +4.2% | -1.2% | +5.4% | +4.5% |
| 3M | +13.0% | -18.6% | +31.6% | +20.8% |
| 6M | +40.2% | -5.1% | +45.2% | +41.5% |
| YTD | +2.0% | -1.8% | +3.8% | +1.4% |
| 1Y | +6.6% | +10.6% | -4.0% | +1.7% |
| 3Y | +19.9% | +34.9% | -15.0% | +4.6% |
| 5Y | -11.7% | +114.0% | -125.7% | -35.7% |
| All | +248.5% | +287.3% | -38.9% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling