+146.9%
PCAR vs GFS
-3.9%
+150.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 3M | +3.7% | -41.6% | +45.3% | +14.0% |
| 6M | +2.3% | -3.7% | +6.0% | 0.0% |
| YTD | +12.8% | +29.3% | -16.5% | +2.7% |
| 1Y | +27.8% | +37.1% | -9.4% | +14.6% |
| 3Y | +61.8% | -22.1% | +83.9% | +56.8% |
| All | +146.9% | -3.9% | +150.8% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling