+105.9%
PCAR vs GGLL
+184.7%
-78.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.1% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | -4.4% | -36.3% | +31.8% | -0.8% |
| 3M | -21.4% | -42.7% | +21.3% | -17.7% |
| 6M | -7.3% | -53.1% | +45.7% | -1.6% |
| YTD | -3.8% | -32.1% | +28.3% | -2.4% |
| 1Y | +6.3% | -20.1% | +26.4% | +5.8% |
| 3Y | +34.4% | +151.7% | -117.3% | +14.5% |
| All | +105.9% | +184.7% | -78.8% | +79.6% |
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