+205.0%
GLD vs PCAR
+296.2%
-91.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -0.9% | -4.6% | +3.7% | -0.8% |
| 3M | -4.4% | -22.6% | +18.2% | -3.9% |
| 6M | -13.6% | -12.0% | -1.6% | -13.3% |
| YTD | -6.0% | -6.1% | +0.1% | -5.6% |
| 1Y | +1.8% | +6.3% | -4.6% | +2.2% |
| 3Y | +103.2% | +31.8% | +71.4% | +104.2% |
| 5Y | +119.3% | +104.2% | +15.2% | +120.5% |
| All | +205.0% | +296.2% | -91.3% | +214.4% |
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