+410.2%
GE vs PCAR
+117.7%
+292.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.4% | +3.8% | +1.6% | +3.6% |
| 30D | +9.6% | -2.0% | +11.6% | +10.5% |
| 3M | -7.7% | -19.1% | +11.4% | +1.6% |
| 6M | +14.0% | -6.8% | +20.8% | +16.9% |
| YTD | +10.2% | -2.5% | +12.6% | +10.3% |
| 1Y | +8.9% | +9.7% | -0.7% | +2.9% |
| 3Y | +273.7% | +34.0% | +239.7% | +197.3% |
| 5Y | +410.2% | +113.3% | +296.9% | +178.3% |
| All | +410.2% | +117.7% | +292.5% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling