+2,064.0%
GS vs PCAR
+4,214.2%
-2,150.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -4.5% | +5.9% | -10.4% | -7.8% |
| 6M | +20.9% | +0.4% | +20.5% | +19.9% |
| YTD | +19.9% | +14.8% | +5.1% | +10.1% |
| 1Y | +41.4% | +30.1% | +11.3% | +20.5% |
| 3Y | +239.2% | +66.7% | +172.5% | +146.8% |
| 5Y | +185.0% | +166.1% | +18.9% | +58.0% |
| 10Y | +655.0% | +353.7% | +301.3% | +212.1% |
| All | +2,064.0% | +4,214.2% | -2,150.2% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling