+243.0%
GS vs PCAR
+66.6%
+176.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.2% |
| 30D | -1.6% | -6.2% | +4.7% | +1.6% |
| 3M | -4.5% | +5.9% | -10.4% | -7.5% |
| 6M | +20.9% | +0.4% | +20.5% | +19.9% |
| YTD | +19.9% | +14.8% | +5.1% | +11.1% |
| 1Y | +41.4% | +30.1% | +11.3% | +22.7% |
| All | +243.0% | +66.6% | +176.4% | +148.4% |
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