+9.5%
PCAR vs GFS
+17.0%
-7.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +3.2% |
| 7D | +2.9% | -3.1% | +6.0% | +3.1% |
| 30D | -2.1% | -16.0% | +13.9% | -0.5% |
| 3M | -20.4% | -24.7% | +4.3% | -18.1% |
| 6M | -7.0% | -45.1% | +38.2% | -1.1% |
| YTD | -2.6% | +16.5% | -19.1% | -13.8% |
| All | +9.5% | +17.0% | -7.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling