+61.8%
PCAR vs GTLB
-8.4%
+70.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.5% |
| 7D | 0.0% | +4.6% | -4.5% | -0.2% |
| 30D | -7.7% | +21.0% | -28.7% | -8.7% |
| 3M | +3.7% | +51.7% | -48.0% | +1.2% |
| 6M | +2.3% | +89.3% | -87.0% | -1.9% |
| YTD | +12.8% | +25.6% | -12.8% | +12.0% |
| 1Y | +27.8% | -1.5% | +29.3% | +29.7% |
| 3Y | +61.8% | -9.9% | +71.7% | +57.4% |
| All | +61.8% | -8.4% | +70.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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