+207.8%
PCAR vs GH
+472.2%
-264.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.6% | +3.3% |
| 7D | +2.9% | -7.0% | +9.9% | +3.3% |
| 30D | -2.1% | -5.2% | +3.0% | -1.9% |
| 3M | -20.4% | -5.8% | -14.6% | -20.2% |
| 6M | -7.0% | +65.9% | -72.9% | -10.4% |
| YTD | -2.6% | +55.5% | -58.1% | -6.1% |
| 1Y | +9.8% | +64.2% | -54.4% | +5.5% |
| 3Y | +37.3% | +606.0% | -568.8% | +17.3% |
| 5Y | +116.4% | +47.3% | +69.2% | +98.1% |
| All | +207.8% | +472.2% | -264.4% | +154.2% |
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