+115.0%
PCAR vs GFS
-9.0%
+124.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +2.1% | +17.2% | -15.1% | -0.9% |
| 30D | -1.2% | -8.7% | +7.5% | 0.0% |
| 3M | -18.6% | -19.7% | +1.1% | -15.8% |
| 6M | -5.1% | -40.7% | +35.6% | +2.5% |
| YTD | -1.8% | +22.5% | -24.3% | -10.3% |
| 1Y | +10.6% | +25.2% | -14.6% | +0.5% |
| 3Y | +34.9% | -17.7% | +52.6% | +28.9% |
| 5Y | +114.0% | -23.5% | +137.5% | +102.1% |
| All | +115.0% | -9.0% | +124.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling