+155.5%
GE vs PCAR
+296.2%
-140.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +4.1% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | +6.5% | -4.6% | +11.0% | +9.2% |
| 3M | -13.6% | -22.6% | +9.0% | 0.0% |
| 6M | +6.0% | -12.0% | +18.0% | +13.0% |
| YTD | +5.4% | -6.1% | +11.5% | +7.7% |
| 1Y | +6.5% | +6.3% | +0.1% | +0.5% |
| 3Y | +268.6% | +31.8% | +236.8% | +186.0% |
| 5Y | +389.0% | +104.2% | +284.9% | +173.1% |
| All | +155.5% | +296.2% | -140.7% | +2.6% |
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