+1.8%
GLD vs PCAR
+3.7%
-1.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | 0.0% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -0.9% | -4.6% | +3.7% | +0.4% |
| 3M | -4.4% | -22.6% | +18.2% | +3.1% |
| 6M | -13.6% | -12.0% | -1.6% | -11.1% |
| YTD | -6.0% | -6.1% | +0.1% | -2.7% |
| 1Y | +1.8% | +6.3% | -4.6% | +4.9% |
| All | +1.8% | +3.7% | -1.9% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling