+14,828.7%
PCAR vs GFI
+650.5%
+14,178.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.4% |
| 30D | -6.4% | +10.7% | -17.1% | -6.8% |
| 3M | +4.7% | +25.6% | -21.0% | +3.4% |
| 6M | +4.5% | -8.3% | +12.8% | +4.6% |
| YTD | +13.0% | +6.3% | +6.7% | +12.2% |
| 1Y | +23.6% | +22.1% | +1.5% | +21.8% |
| 3Y | +60.7% | +289.2% | -228.4% | +49.1% |
| 5Y | +164.5% | +531.7% | -367.2% | +136.9% |
| 10Y | +371.2% | +1,043.8% | -672.6% | +296.9% |
| All | +14,828.7% | +650.5% | +14,178.2% | +12,836.4% |
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