+151.3%
PCAR vs GFS
-3.7%
+155.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | -6.2% | -8.6% | +2.4% | -4.8% |
| 3M | +5.9% | -46.5% | +52.4% | +18.3% |
| 6M | +0.4% | -4.8% | +5.2% | -1.7% |
| YTD | +14.8% | +29.7% | -14.8% | +4.5% |
| 1Y | +30.1% | +35.8% | -5.7% | +16.9% |
| 3Y | +66.7% | -18.3% | +85.0% | +60.3% |
| All | +151.3% | -3.7% | +155.0% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling