+108.7%
PCAR vs GGLL
+194.0%
-85.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +3.8% | +5.1% | -1.3% | +3.3% |
| 30D | -2.0% | -35.5% | +33.5% | +1.6% |
| 3M | -19.1% | -39.2% | +20.1% | -15.8% |
| 6M | -6.8% | -54.4% | +47.6% | -0.7% |
| YTD | -2.5% | -29.8% | +27.4% | -1.4% |
| 1Y | +9.7% | -20.4% | +30.1% | +9.3% |
| 3Y | +34.0% | +149.7% | -115.8% | +14.3% |
| All | +108.7% | +194.0% | -85.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling