+164.2%
PCAR vs DHI
+56.7%
+107.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.3% |
| 7D | -1.6% | -6.1% | +4.6% | +0.3% |
| 30D | -7.3% | -10.1% | +2.8% | -4.3% |
| 3M | +7.8% | -7.3% | +15.1% | +9.9% |
| 6M | +3.6% | -6.1% | +9.7% | +4.9% |
| YTD | +12.9% | -5.0% | +17.9% | +13.7% |
| 1Y | +27.3% | -22.1% | +49.4% | +35.4% |
| 3Y | +61.9% | +19.2% | +42.7% | +47.7% |
| 5Y | +164.2% | +59.4% | +104.7% | +112.4% |
| All | +164.2% | +56.7% | +107.5% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling