+106.6%
PCAR vs GAP
+5.0%
+101.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.7% |
| 7D | +0.1% | -3.8% | +3.8% | +0.7% |
| 30D | -4.6% | -9.0% | +4.5% | -3.1% |
| 3M | -22.6% | +5.5% | -28.0% | -23.7% |
| 6M | -12.0% | -11.1% | -0.9% | -11.0% |
| YTD | -6.1% | -13.6% | +7.5% | -4.9% |
| 1Y | +6.3% | -2.9% | +9.2% | +5.4% |
| 3Y | +31.8% | +69.6% | -37.8% | +13.9% |
| All | +106.6% | +5.0% | +101.6% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling