+746.1%
GLD vs PCAR
+856.4%
-110.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +1.9% | +2.2% | -0.3% | +1.8% |
| 30D | -1.8% | -4.4% | +2.6% | -1.7% |
| 3M | -3.6% | -21.4% | +17.8% | -3.2% |
| 6M | -10.2% | -7.3% | -2.9% | -10.1% |
| YTD | -5.3% | -3.8% | -1.5% | -5.1% |
| 1Y | +2.5% | +6.3% | -3.8% | +2.5% |
| 3Y | +103.2% | +34.4% | +68.8% | +102.5% |
| 5Y | +121.1% | +109.2% | +11.9% | +118.8% |
| 10Y | +201.9% | +312.9% | -111.0% | +195.4% |
| All | +746.1% | +856.4% | -110.3% | +700.1% |
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 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