+162.4%
GE vs PCAR
+326.7%
-164.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +1.7% |
| 7D | +6.3% | +2.9% | +3.3% | +4.5% |
| 30D | +8.9% | -2.1% | +11.0% | +10.1% |
| 3M | -9.2% | -20.4% | +11.2% | +3.4% |
| 6M | +13.2% | -7.0% | +20.2% | +16.9% |
| YTD | +9.4% | -2.6% | +12.0% | +9.5% |
| 1Y | +9.8% | +9.8% | 0.0% | +1.7% |
| 3Y | +278.2% | +37.3% | +240.9% | +186.3% |
| 5Y | +396.0% | +116.4% | +279.6% | +166.6% |
| 10Y | +162.4% | +293.0% | -130.6% | +2.9% |
| All | +162.4% | +326.7% | -164.3% | +2.9% |
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