+158.6%
GE vs PCAR
+290.1%
-131.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | 0.0% |
| 7D | +4.0% | +2.2% | +1.8% | +2.7% |
| 30D | +11.1% | +0.3% | +10.7% | +10.7% |
| 3M | -6.7% | -17.9% | +11.2% | +4.4% |
| 6M | +14.3% | -3.4% | +17.7% | +15.4% |
| YTD | +11.7% | -0.1% | +11.8% | +10.2% |
| 1Y | +10.9% | +13.4% | -2.5% | +0.8% |
| 3Y | +279.0% | +37.2% | +241.8% | +187.6% |
| 5Y | +427.0% | +117.3% | +309.6% | +183.1% |
| 10Y | +158.6% | +295.0% | -136.4% | +1.3% |
| All | +158.6% | +290.1% | -131.6% | +1.3% |
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