+100.9%
PCAR vs GGLL
+188.6%
-87.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | -4.6% | -36.3% | +31.8% | -0.9% |
| 3M | -22.6% | -40.4% | +17.8% | -19.3% |
| 6M | -12.0% | -54.6% | +42.7% | -6.2% |
| YTD | -6.1% | -31.1% | +25.0% | -4.9% |
| 1Y | +6.3% | -19.2% | +25.5% | +5.7% |
| 3Y | +31.8% | +151.5% | -119.7% | +12.3% |
| All | +100.9% | +188.6% | -87.7% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling