+113.1%
PCAR vs GFS
-13.5%
+126.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.8% |
| 7D | +2.9% | -3.1% | +6.0% | +3.3% |
| 30D | -2.1% | -16.0% | +13.9% | +0.6% |
| 3M | -20.4% | -24.7% | +4.3% | -16.7% |
| 6M | -7.0% | -45.1% | +38.2% | +1.9% |
| YTD | -2.6% | +16.5% | -19.1% | -10.3% |
| 1Y | +9.8% | +19.3% | -9.6% | +0.6% |
| 3Y | +37.3% | -20.0% | +57.2% | +31.9% |
| 5Y | +116.4% | -32.0% | +148.5% | +106.9% |
| All | +113.1% | -13.5% | +126.6% | +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