+35.0%
PCAR vs GD
+55.3%
-20.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.6% |
| 7D | +2.2% | -3.9% | +6.1% | +3.8% |
| 30D | -4.4% | +8.1% | -12.5% | -7.7% |
| 3M | -21.4% | -6.8% | -14.7% | -19.3% |
| 6M | -7.3% | +3.0% | -10.3% | -9.0% |
| YTD | -3.8% | +7.8% | -11.5% | -8.0% |
| 1Y | +6.3% | +5.8% | +0.5% | +2.6% |
| All | +35.0% | +55.3% | -20.3% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling