+15,068.3%
PCAR vs GIS
+1,507.8%
+13,560.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.1% |
| 7D | -0.5% | -7.8% | +7.3% | +2.7% |
| 30D | -6.2% | +6.6% | -12.8% | -8.9% |
| 3M | +5.9% | +21.0% | -15.1% | -2.8% |
| 6M | +0.4% | -9.1% | +9.5% | +3.1% |
| YTD | +14.8% | -13.6% | +28.4% | +19.8% |
| 1Y | +30.1% | -18.0% | +48.1% | +38.3% |
| 3Y | +66.7% | -33.7% | +100.3% | +90.1% |
| 5Y | +166.1% | -19.4% | +185.6% | +173.7% |
| 10Y | +353.7% | -21.3% | +374.9% | +349.3% |
| All | +15,068.3% | +1,507.8% | +13,560.5% | +3,866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling