+67.6%
PCAR vs GIS
-33.3%
+100.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.5% |
| 7D | -0.5% | -7.8% | +7.3% | +0.8% |
| 30D | -6.2% | +6.6% | -12.8% | -7.4% |
| 3M | +5.9% | +21.0% | -15.1% | +1.8% |
| 6M | +0.4% | -9.1% | +9.5% | +2.3% |
| YTD | +14.8% | -13.6% | +28.4% | +18.0% |
| 1Y | +30.1% | -18.0% | +48.1% | +35.3% |
| All | +67.6% | -33.3% | +100.9% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling