+59.6%
PCAR vs GPN
-28.6%
+88.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | -0.2% | -6.2% | +6.0% | +1.4% |
| 30D | -6.9% | +1.0% | -7.9% | -7.3% |
| 3M | +2.1% | +36.9% | -34.8% | -6.3% |
| 6M | +1.6% | +16.8% | -15.2% | -3.4% |
| YTD | +12.2% | +13.2% | -1.0% | +7.2% |
| 1Y | +28.0% | +1.4% | +26.6% | +26.1% |
| All | +59.6% | -28.6% | +88.3% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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