+11.7%
GS vs PCAR
+10.0%
+1.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.6% |
| 7D | -6.3% | +2.2% | -8.5% | -7.2% |
| 30D | -3.1% | -4.4% | +1.3% | -1.1% |
| 3M | -17.7% | -21.4% | +3.8% | -7.8% |
| 6M | -4.6% | -7.3% | +2.8% | -1.5% |
| YTD | +0.3% | -3.8% | +4.1% | +1.4% |
| 1Y | +11.7% | +6.3% | +5.4% | +8.9% |
| All | +11.7% | +10.0% | +1.7% | +8.9% |
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