+152.0%
GE vs PCAR
+288.5%
-136.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +2.7% | +4.9% | -2.3% | -0.2% |
| 30D | +8.1% | -1.4% | +9.5% | +8.9% |
| 3M | -7.9% | -18.1% | +10.3% | +3.3% |
| 6M | +12.9% | -4.0% | +16.9% | +14.5% |
| YTD | +8.2% | -1.5% | +9.6% | +7.5% |
| 1Y | +9.7% | +13.2% | -3.5% | -0.2% |
| 3Y | +266.1% | +35.8% | +230.3% | +179.5% |
| 5Y | +407.4% | +114.6% | +292.7% | +174.5% |
| All | +152.0% | +288.5% | -136.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling