+364.4%
PCAR vs GD
+190.3%
+174.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.1% |
| 7D | -0.5% | -5.3% | +4.7% | +2.5% |
| 30D | -6.2% | -6.4% | +0.2% | -2.8% |
| 3M | +5.9% | +5.7% | +0.2% | +2.3% |
| 6M | +0.4% | -0.9% | +1.3% | +0.2% |
| YTD | +14.8% | +8.2% | +6.7% | +8.5% |
| 1Y | +30.1% | +13.4% | +16.7% | +19.6% |
| 3Y | +66.7% | +68.5% | -1.8% | +19.6% |
| 5Y | +166.1% | +97.2% | +69.0% | +70.5% |
| All | +364.4% | +190.3% | +174.1% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling