+339.2%
PCAR vs GDDY
+368.0%
-28.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.2% | -8.1% | +7.9% | +1.2% |
| 30D | -6.9% | +2.3% | -9.2% | -7.5% |
| 3M | +2.1% | +14.7% | -12.6% | -1.6% |
| 6M | +1.6% | +2.1% | -0.5% | -0.5% |
| YTD | +12.2% | -24.6% | +36.8% | +16.2% |
| 1Y | +28.0% | -37.1% | +65.2% | +37.5% |
| 3Y | +61.0% | +25.5% | +35.5% | +48.5% |
| 5Y | +163.9% | +24.2% | +139.7% | +140.3% |
| 10Y | +367.9% | +191.6% | +176.3% | +272.2% |
| All | +339.2% | +368.0% | -28.8% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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