+31.8%
PCAR vs GFS
-27.1%
+58.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -3.6% |
| 7D | +0.1% | -7.8% | +7.9% | +1.4% |
| 30D | -4.6% | -19.7% | +15.1% | -0.9% |
| 3M | -22.6% | -23.1% | +0.5% | -19.2% |
| 6M | -12.0% | -46.4% | +34.4% | -2.6% |
| YTD | -6.1% | +11.0% | -17.1% | -15.4% |
| 1Y | +6.3% | +12.6% | -6.3% | -4.7% |
| 3Y | +31.8% | -24.9% | +56.7% | +24.0% |
| All | +31.8% | -27.1% | +58.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling