+15,068.3%
PCAR vs GAP
+2,258.2%
+12,810.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.5% | -4.5% | +4.0% | +0.6% |
| 30D | -6.2% | +9.0% | -15.3% | -8.6% |
| 3M | +5.9% | +5.0% | +0.9% | +4.0% |
| 6M | +0.4% | -17.8% | +18.2% | +3.8% |
| YTD | +14.8% | -10.4% | +25.2% | +16.0% |
| 1Y | +30.1% | -3.4% | +33.5% | +28.4% |
| 3Y | +66.7% | +111.5% | -44.8% | +24.9% |
| 5Y | +166.1% | +8.8% | +157.3% | +120.2% |
| 10Y | +353.7% | +32.9% | +320.8% | +199.2% |
| All | +15,068.3% | +2,258.2% | +12,810.1% | +4,174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling