+12.2%
PCAR vs DHI
+9.6%
+2.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.1% | -4.0% | +1.1% |
| 7D | +3.7% | +9.8% | -6.1% | +0.1% |
| 30D | -2.9% | +17.8% | -20.8% | -8.8% |
| 3M | -21.7% | +4.7% | -26.4% | -23.4% |
| 6M | -6.6% | +10.0% | -16.7% | -10.9% |
| YTD | -2.2% | +10.0% | -12.2% | -7.5% |
| 1Y | +12.2% | +9.1% | +3.1% | +5.2% |
| All | +12.2% | +9.6% | +2.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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