+440.5%
GE vs PCOR
-7.7%
+448.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.2% |
| 7D | +4.0% | +2.5% | +1.5% | +3.6% |
| 30D | +11.1% | +37.9% | -26.8% | +5.4% |
| 3M | -6.7% | +32.0% | -38.7% | -11.2% |
| 6M | +14.3% | +54.7% | -40.5% | +5.5% |
| YTD | +11.7% | +6.6% | +5.2% | +8.9% |
| 1Y | +10.9% | -1.7% | +12.6% | +9.8% |
| 3Y | +279.0% | +49.0% | +230.0% | +236.2% |
| 5Y | +427.0% | -12.5% | +439.5% | +371.2% |
| All | +440.5% | -7.7% | +448.2% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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