+31.8%
PCAR vs GIS
-37.4%
+69.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.0% |
| 7D | +0.1% | +3.6% | -3.5% | -0.5% |
| 30D | -4.6% | +13.9% | -18.5% | -6.6% |
| 3M | -22.6% | +0.3% | -22.9% | -23.0% |
| 6M | -12.0% | +5.0% | -16.9% | -13.3% |
| YTD | -6.1% | -18.4% | +12.3% | -2.8% |
| 1Y | +6.3% | -17.4% | +23.8% | +9.7% |
| 3Y | +31.8% | -36.9% | +68.7% | +41.1% |
| All | +31.8% | -37.4% | +69.2% | +41.1% |
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