+816.6%
GLD vs PCAR
+1,041.3%
-224.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +4.4% | -6.2% | +10.6% | +4.5% |
| 3M | -1.1% | +5.9% | -7.0% | -1.2% |
| 6M | -13.8% | +0.4% | -14.2% | -13.8% |
| YTD | +2.6% | +14.8% | -12.2% | +2.4% |
| 1Y | +24.5% | +30.1% | -5.6% | +24.1% |
| 3Y | +125.8% | +66.7% | +59.2% | +124.2% |
| 5Y | +137.8% | +166.1% | -28.3% | +134.4% |
| 10Y | +221.4% | +353.7% | -132.3% | +213.9% |
| All | +816.6% | +1,041.3% | -224.7% | +763.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling