+247.9%
DHR vs PCAR
+326.7%
-78.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +0.9% |
| 7D | +3.1% | +2.9% | +0.2% | +2.1% |
| 30D | +7.0% | -2.1% | +9.1% | +7.7% |
| 3M | +15.0% | -20.4% | +35.4% | +23.8% |
| 6M | +37.9% | -7.0% | +44.9% | +40.2% |
| YTD | +3.3% | -2.6% | +6.0% | +3.0% |
| 1Y | +12.8% | +9.8% | +3.0% | +7.9% |
| 3Y | +22.4% | +37.3% | -14.9% | +6.1% |
| 5Y | -9.1% | +116.4% | -125.5% | -33.9% |
| 10Y | +247.9% | +293.0% | -45.0% | +108.6% |
| All | +247.9% | +326.7% | -78.7% | +108.6% |
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