+411.8%
GE vs PCAR
+114.3%
+297.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +2.7% | +4.9% | -2.3% | +0.4% |
| 30D | +8.1% | -1.4% | +9.5% | +8.7% |
| 3M | -7.9% | -18.1% | +10.3% | +0.9% |
| 6M | +12.9% | -4.0% | +16.9% | +14.2% |
| YTD | +8.2% | -1.5% | +9.6% | +7.9% |
| 1Y | +9.7% | +13.2% | -3.5% | +2.1% |
| 3Y | +266.1% | +35.8% | +230.3% | +189.2% |
| All | +411.8% | +114.3% | +297.5% | +178.0% |
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