+61.8%
PCAR vs GFS
-20.2%
+82.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | -7.7% | -16.4% | +8.7% | -4.4% |
| 3M | +3.7% | -41.6% | +45.3% | +15.2% |
| 6M | +2.3% | -3.7% | +6.0% | -1.4% |
| YTD | +12.8% | +29.3% | -16.5% | -0.7% |
| 1Y | +27.8% | +37.1% | -9.4% | +10.2% |
| 3Y | +61.8% | -22.1% | +83.9% | +55.2% |
| All | +61.8% | -20.2% | +82.0% | +55.2% |
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