+4,050.3%
PCAR vs GPN
+2,611.5%
+1,438.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | -6.2% | +5.8% | -12.0% | -8.6% |
| 3M | +5.9% | +37.0% | -31.1% | -7.5% |
| 6M | +0.4% | +20.1% | -19.8% | -8.4% |
| YTD | +14.8% | +20.4% | -5.6% | +3.3% |
| 1Y | +30.1% | +7.4% | +22.7% | +22.0% |
| 3Y | +66.7% | -26.1% | +92.8% | +76.0% |
| 5Y | +166.1% | -38.5% | +204.6% | +189.2% |
| 10Y | +353.7% | +28.4% | +325.3% | +229.5% |
| All | +4,050.3% | +2,611.5% | +1,438.7% | +950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling