+12.2%
PCAR vs GD
+9.0%
+3.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.7% |
| 7D | +3.7% | +3.0% | +0.7% | +2.7% |
| 30D | -2.9% | +10.5% | -13.5% | -5.8% |
| 3M | -21.7% | -5.0% | -16.8% | -20.8% |
| 6M | -6.6% | +5.5% | -12.1% | -8.2% |
| YTD | -2.2% | +10.3% | -12.6% | -6.6% |
| 1Y | +12.2% | +8.2% | +4.1% | +8.5% |
| All | +12.2% | +9.0% | +3.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling