+12,304.7%
PCAR vs GD
+19,982.5%
-7,677.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | +0.1% | -5.0% | +5.0% | +2.5% |
| 30D | -4.6% | +8.9% | -13.5% | -8.6% |
| 3M | -22.6% | -8.0% | -14.5% | -19.6% |
| 6M | -12.0% | +2.9% | -14.9% | -13.7% |
| YTD | -6.1% | +7.1% | -13.2% | -10.3% |
| 1Y | +6.3% | +5.9% | +0.4% | +2.1% |
| 3Y | +31.8% | +53.9% | -22.1% | +4.7% |
| 5Y | +104.2% | +95.4% | +8.8% | +42.6% |
| 10Y | +302.9% | +193.5% | +109.4% | +127.2% |
| All | +12,304.7% | +19,982.5% | -7,677.8% | +3,079.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling