+210.6%
PCAR vs GH
+458.1%
-247.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.1% | +0.9% | +1.2% | +2.0% |
| 30D | -1.2% | -4.5% | +3.3% | -1.0% |
| 3M | -18.6% | -6.2% | -12.4% | -18.4% |
| 6M | -5.1% | +55.0% | -60.0% | -8.2% |
| YTD | -1.8% | +51.6% | -53.4% | -5.1% |
| 1Y | +10.6% | +58.3% | -47.6% | +6.6% |
| 3Y | +34.9% | +617.6% | -582.7% | +15.2% |
| 5Y | +114.0% | +49.2% | +64.8% | +95.6% |
| All | +210.6% | +458.1% | -247.5% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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