+13,096.5%
PCAR vs GPC
+2,088.4%
+11,008.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | +2.2% | -2.1% | +4.3% | +3.7% |
| 30D | +0.3% | -4.5% | +4.9% | +3.2% |
| 3M | -17.9% | -7.7% | -10.2% | -13.9% |
| 6M | -3.4% | +24.3% | -27.7% | -18.5% |
| YTD | -0.1% | +3.5% | -3.6% | -6.6% |
| 1Y | +13.4% | +0.7% | +12.7% | +8.0% |
| 3Y | +37.2% | 0.0% | +37.2% | +24.9% |
| 5Y | +117.3% | +5.8% | +111.5% | +84.9% |
| 10Y | +295.0% | +75.8% | +219.2% | +111.2% |
| All | +13,096.5% | +2,088.4% | +11,008.1% | +1,573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling