+196.9%
PCAR vs GH
+443.7%
-246.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | +0.1% | -15.6% | +15.7% | +1.1% |
| 30D | -4.6% | -10.4% | +5.8% | -4.0% |
| 3M | -22.6% | -4.3% | -18.3% | -22.5% |
| 6M | -12.0% | +63.5% | -75.5% | -15.1% |
| YTD | -6.1% | +47.7% | -53.8% | -9.1% |
| 1Y | +6.3% | +56.7% | -50.4% | +2.5% |
| 3Y | +31.8% | +443.9% | -412.1% | +14.5% |
| 5Y | +104.2% | +36.9% | +67.3% | +87.8% |
| All | +196.9% | +443.7% | -246.8% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling