+293.0%
PCAR vs GAP
+20.3%
+272.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.1% | -4.3% | +2.2% | -1.4% |
| 3M | -20.4% | +9.4% | -29.8% | -22.2% |
| 6M | -7.0% | -3.3% | -3.7% | -7.4% |
| YTD | -2.6% | -10.5% | +7.9% | -2.0% |
| 1Y | +9.8% | -2.4% | +12.1% | +8.5% |
| 3Y | +37.3% | +80.1% | -42.8% | +13.6% |
| 5Y | +116.4% | +6.5% | +110.0% | +88.6% |
| 10Y | +293.0% | +14.6% | +278.4% | +188.0% |
| All | +293.0% | +20.3% | +272.6% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling