+159.7%
PCAR vs GTLB
-47.1%
+206.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -0.5% | +11.1% | -11.6% | -1.1% |
| 30D | -6.2% | +37.8% | -44.0% | -8.1% |
| 3M | +5.9% | +61.6% | -55.7% | +2.7% |
| 6M | +0.4% | +98.9% | -98.5% | -4.3% |
| YTD | +14.8% | +32.8% | -17.9% | +12.3% |
| 1Y | +30.1% | +14.7% | +15.4% | +28.3% |
| 3Y | +66.7% | +1.3% | +65.3% | +62.4% |
| All | +159.7% | -47.1% | +206.8% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling