+362.4%
PCAR vs DHI
+414.5%
-52.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -1.6% | -3.4% | +1.8% | -0.6% |
| 30D | -6.4% | -5.4% | -0.9% | -4.9% |
| 3M | +4.7% | -10.4% | +15.1% | +7.7% |
| 6M | +4.5% | -2.8% | +7.3% | +4.8% |
| YTD | +13.0% | -3.4% | +16.4% | +13.3% |
| 1Y | +23.6% | -22.9% | +46.5% | +31.8% |
| 3Y | +60.7% | +20.7% | +40.1% | +46.9% |
| 5Y | +164.5% | +62.1% | +102.4% | +115.9% |
| All | +362.4% | +414.5% | -52.1% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling