+256.6%
PCAR vs GH
+480.1%
-223.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -7.7% | -4.5% | -3.3% | -7.5% |
| 3M | +3.7% | +28.9% | -25.2% | +1.8% |
| 6M | +2.3% | +76.5% | -74.2% | -1.8% |
| YTD | +12.8% | +57.6% | -44.8% | +8.9% |
| 1Y | +27.8% | +167.5% | -139.8% | +18.9% |
| 3Y | +61.8% | +377.4% | -315.6% | +41.8% |
| 5Y | +168.2% | +23.8% | +144.4% | +148.8% |
| All | +256.6% | +480.1% | -223.5% | +194.8% |
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