+364.4%
PCAR vs GPC
+80.7%
+283.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | -0.5% | +1.2% | -1.7% | -1.1% |
| 30D | -6.2% | +6.0% | -12.2% | -8.9% |
| 3M | +5.9% | +42.6% | -36.7% | -12.2% |
| 6M | +0.4% | +22.8% | -22.4% | -10.6% |
| YTD | +14.8% | +15.5% | -0.6% | +4.2% |
| 1Y | +30.1% | +2.0% | +28.1% | +25.8% |
| 3Y | +66.7% | -1.4% | +68.1% | +58.2% |
| 5Y | +166.1% | +30.6% | +135.5% | +114.6% |
| All | +364.4% | +80.7% | +283.7% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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