+60,984.4%
DHR vs PCAR
+12,524.9%
+48,459.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.5% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +5.4% | -4.6% | +9.9% | +6.9% |
| 3M | +15.3% | -22.6% | +37.9% | +24.8% |
| 6M | +32.1% | -12.0% | +44.1% | +36.7% |
| YTD | +1.2% | -6.1% | +7.3% | +2.2% |
| 1Y | +10.1% | +6.3% | +3.8% | +6.9% |
| 3Y | +19.9% | +31.8% | -11.9% | +7.0% |
| 5Y | -8.8% | +104.2% | -113.0% | -30.1% |
| 10Y | +255.3% | +302.9% | -47.6% | +112.0% |
| All | +60,984.4% | +12,524.9% | +48,459.5% | +12,445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling