+3.7%
GS vs PCAR
-7.4%
+11.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +1.7% |
| 7D | +0.3% | +3.7% | -3.3% | -1.3% |
| 30D | +3.9% | -2.9% | +6.8% | +5.1% |
| 3M | -11.4% | -21.7% | +10.3% | -1.3% |
| 6M | +3.7% | -6.6% | +10.3% | +6.7% |
| All | +3.7% | -7.4% | +11.1% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling