+60.7%
PCAR vs DHI
+21.1%
+39.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -1.6% | -3.4% | +1.8% | -0.5% |
| 30D | -6.4% | -5.4% | -0.9% | -4.8% |
| 3M | +4.7% | -10.4% | +15.1% | +8.0% |
| 6M | +4.5% | -2.8% | +7.3% | +4.7% |
| YTD | +13.0% | -3.4% | +16.4% | +13.2% |
| 1Y | +23.6% | -22.9% | +46.5% | +31.9% |
| 3Y | +60.7% | +20.7% | +40.1% | +45.0% |
| All | +60.7% | +21.1% | +39.7% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling