+12,741.4%
PCAR vs GIS
+1,380.5%
+11,360.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | +3.5% | +1.5% | +1.9% | +2.8% |
| 30D | -2.3% | +9.2% | -11.5% | -5.9% |
| 3M | -19.3% | -5.4% | -14.0% | -18.1% |
| 6M | -7.1% | +3.4% | -10.5% | -9.7% |
| YTD | -2.8% | -20.5% | +17.7% | +4.4% |
| 1Y | +9.3% | -20.0% | +29.3% | +16.9% |
| 3Y | +33.5% | -38.6% | +72.1% | +56.6% |
| 5Y | +112.6% | -33.1% | +145.7% | +135.7% |
| 10Y | +276.9% | -16.4% | +293.4% | +259.5% |
| All | +12,741.4% | +1,380.5% | +11,360.9% | +3,355.6% |
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