+106.6%
PCAR vs GD
+94.5%
+12.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | +0.1% | -5.0% | +5.0% | +2.2% |
| 30D | -4.6% | +8.9% | -13.5% | -8.4% |
| 3M | -22.6% | -8.0% | -14.5% | -19.9% |
| 6M | -12.0% | +2.9% | -14.9% | -13.6% |
| YTD | -6.1% | +7.1% | -13.2% | -10.0% |
| 1Y | +6.3% | +5.9% | +0.4% | +2.4% |
| 3Y | +31.8% | +53.9% | -22.1% | +5.3% |
| All | +106.6% | +94.5% | +12.1% | +37.0% |
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 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