+367.9%
PCAR vs GIS
-19.2%
+387.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | -8.6% | +8.4% | +1.8% |
| 30D | -6.9% | -0.5% | -6.4% | -7.0% |
| 3M | +2.1% | +11.9% | -9.8% | -1.0% |
| 6M | +1.6% | -11.6% | +13.2% | +4.0% |
| YTD | +12.2% | -16.3% | +28.6% | +16.2% |
| 1Y | +28.0% | -21.8% | +49.8% | +34.6% |
| 3Y | +61.0% | -35.7% | +96.6% | +75.9% |
| 5Y | +163.9% | -22.9% | +186.8% | +172.3% |
| 10Y | +367.9% | -16.8% | +384.7% | +362.5% |
| All | +367.9% | -19.2% | +387.1% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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