+156.7%
GS vs PCAR
+111.6%
+45.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +1.4% |
| 7D | +0.3% | +3.7% | -3.3% | -1.6% |
| 30D | +3.9% | -2.9% | +6.8% | +5.4% |
| 3M | -11.4% | -21.7% | +10.3% | +0.7% |
| 6M | +3.7% | -6.6% | +10.3% | +6.9% |
| YTD | +7.1% | -2.2% | +9.4% | +7.2% |
| 1Y | +19.7% | +12.2% | +7.4% | +10.8% |
| 3Y | +202.8% | +36.5% | +166.3% | +141.2% |
| 5Y | +156.7% | +113.5% | +43.2% | +46.8% |
| All | +156.7% | +111.6% | +45.2% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling