+159.7%
GILD vs PCAR
+374.5%
-214.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | +5.8% | -6.4% | +12.1% | +7.6% |
| 3M | +14.9% | +4.7% | +10.3% | +13.2% |
| 6M | -0.4% | +4.5% | -4.9% | -2.0% |
| YTD | +18.5% | +13.0% | +5.5% | +14.0% |
| 1Y | +25.1% | +23.6% | +1.5% | +17.1% |
| 3Y | +105.9% | +60.7% | +45.1% | +74.5% |
| 5Y | +143.0% | +164.5% | -21.5% | +74.4% |
| All | +159.7% | +374.5% | -214.7% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling