+6.3%
PCAR vs GD
+6.0%
+0.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.0% |
| 7D | +2.2% | -3.9% | +6.1% | +3.1% |
| 30D | -4.4% | +8.1% | -12.5% | -6.7% |
| 3M | -21.4% | -6.8% | -14.7% | -20.1% |
| 6M | -7.3% | +3.0% | -10.3% | -8.4% |
| YTD | -3.8% | +7.8% | -11.5% | -7.7% |
| 1Y | +6.3% | +5.8% | +0.5% | +3.0% |
| All | +6.3% | +6.0% | +0.3% | +3.0% |
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