+206.3%
GS vs PCAR
+36.4%
+169.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +1.6% |
| 7D | +0.3% | +3.7% | -3.3% | -1.4% |
| 30D | +3.9% | -2.9% | +6.8% | +5.3% |
| 3M | -11.4% | -21.7% | +10.3% | -0.3% |
| 6M | +3.7% | -6.6% | +10.3% | +6.7% |
| YTD | +7.1% | -2.2% | +9.4% | +7.3% |
| 1Y | +19.7% | +12.2% | +7.4% | +11.8% |
| All | +206.3% | +36.4% | +169.9% | +138.6% |
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