+151.2%
GE vs PCAR
+287.3%
-136.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.5% |
| 7D | +5.1% | +2.1% | +3.0% | +3.8% |
| 30D | +7.6% | -1.2% | +8.8% | +8.2% |
| 3M | -9.3% | -18.6% | +9.3% | +2.0% |
| 6M | +11.5% | -5.1% | +16.6% | +13.8% |
| YTD | +7.9% | -1.8% | +9.6% | +7.4% |
| 1Y | +7.6% | +10.6% | -3.0% | -0.7% |
| 3Y | +265.9% | +34.9% | +230.9% | +180.4% |
| 5Y | +405.9% | +114.0% | +292.0% | +174.2% |
| All | +151.2% | +287.3% | -136.1% | -0.6% |
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