+164.2%
PCAR vs GFI
+515.1%
-351.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.7% |
| 7D | -1.6% | -5.1% | +3.6% | -1.4% |
| 30D | -7.3% | +13.4% | -20.7% | -7.7% |
| 3M | +7.8% | +36.2% | -28.4% | +6.5% |
| 6M | +3.6% | -9.8% | +13.4% | +3.3% |
| YTD | +12.9% | +7.7% | +5.2% | +12.5% |
| 1Y | +27.3% | +27.2% | +0.1% | +26.7% |
| 3Y | +61.9% | +300.3% | -238.4% | +57.9% |
| 5Y | +164.2% | +539.8% | -375.6% | +145.2% |
| All | +164.2% | +515.1% | -351.0% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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