+109.2%
PCAR vs GD
+97.4%
+11.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.5% |
| 7D | +2.2% | -3.9% | +6.1% | +3.9% |
| 30D | -4.4% | +8.1% | -12.5% | -7.9% |
| 3M | -21.4% | -6.8% | -14.7% | -19.2% |
| 6M | -7.3% | +3.0% | -10.3% | -9.1% |
| YTD | -3.8% | +7.8% | -11.5% | -8.1% |
| 1Y | +6.3% | +5.8% | +0.5% | +2.5% |
| 3Y | +34.4% | +55.3% | -20.9% | +7.0% |
| 5Y | +109.2% | +96.7% | +12.5% | +37.8% |
| All | +109.2% | +97.4% | +11.8% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling