+114.0%
PCAR vs GPN
-28.1%
+142.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.0% | +10.3% | +1.4% |
| 7D | +2.1% | -7.1% | +9.2% | +3.7% |
| 30D | -1.2% | +7.7% | -8.9% | -3.8% |
| 3M | -18.6% | -0.1% | -18.5% | -19.3% |
| 6M | -5.1% | +29.4% | -34.5% | -13.0% |
| YTD | -1.8% | +15.1% | -16.8% | -7.8% |
| 1Y | +10.6% | +15.4% | -4.8% | +3.7% |
| 3Y | +34.9% | -16.5% | +51.5% | +36.2% |
| 5Y | +114.0% | -29.6% | +143.5% | +121.4% |
| All | +114.0% | -28.1% | +142.1% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling