+3,461.6%
PCAR vs GPN
+2,600.4%
+861.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.3% |
| 7D | +4.9% | -5.6% | +10.6% | +6.9% |
| 30D | -1.4% | +13.6% | -15.0% | -7.3% |
| 3M | -18.1% | -2.8% | -15.3% | -18.3% |
| 6M | -4.0% | +38.1% | -42.1% | -17.7% |
| YTD | -1.5% | +19.9% | -21.4% | -12.3% |
| 1Y | +13.2% | +23.4% | -10.2% | -0.5% |
| 3Y | +35.8% | -12.6% | +48.4% | +32.2% |
| 5Y | +114.6% | -26.6% | +141.2% | +115.1% |
| 10Y | +289.6% | +40.4% | +249.2% | +169.0% |
| All | +3,461.6% | +2,600.4% | +861.2% | +791.9% |
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