+104.8%
GLD vs PCAR
+34.2%
+70.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +1.9% | +2.2% | -0.3% | +1.7% |
| 30D | -1.8% | -4.4% | +2.6% | -1.4% |
| 3M | -3.6% | -21.4% | +17.8% | -1.8% |
| 6M | -10.2% | -7.3% | -2.9% | -9.6% |
| YTD | -5.3% | -3.8% | -1.5% | -4.2% |
| 1Y | +2.5% | +6.3% | -3.8% | +3.7% |
| All | +104.8% | +34.2% | +70.6% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling