+208.4%
DHR vs PCAR
+357.6%
-149.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | +0.2% | -7.7% | +8.0% | +2.9% |
| 3M | +12.1% | +3.7% | +8.4% | +10.2% |
| 6M | +5.4% | +2.3% | +3.1% | +3.9% |
| YTD | -10.0% | +12.8% | -22.8% | -14.4% |
| 1Y | +4.1% | +27.8% | -23.7% | -5.4% |
| 3Y | -5.2% | +61.8% | -67.0% | -22.3% |
| 5Y | -28.2% | +168.2% | -196.4% | -51.6% |
| 10Y | +208.4% | +359.1% | -150.7% | +63.5% |
| All | +208.4% | +357.6% | -149.2% | +63.5% |
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