+12,917.0%
PCAR vs GFI
+508.6%
+12,408.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.9% | -8.7% | +13.6% | +5.3% |
| 30D | -1.4% | +0.6% | -2.0% | -1.5% |
| 3M | -18.1% | -7.5% | -10.7% | -18.0% |
| 6M | -4.0% | -18.3% | +14.3% | -3.4% |
| YTD | -1.5% | -13.8% | +12.3% | -1.3% |
| 1Y | +13.2% | -8.8% | +22.0% | +13.0% |
| 3Y | +35.8% | +215.8% | -180.1% | +27.1% |
| 5Y | +114.6% | +301.2% | -186.6% | +96.1% |
| 10Y | +289.6% | +1,284.4% | -994.8% | +224.6% |
| All | +12,917.0% | +508.6% | +12,408.5% | +11,272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling