+423.3%
GE vs PCOR
-7.6%
+430.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.7% | +3.0% | -0.4% | +2.2% |
| 30D | +8.1% | +38.7% | -30.6% | +2.5% |
| 3M | -7.9% | +24.9% | -32.7% | -11.4% |
| 6M | +12.9% | +68.8% | -55.9% | +2.7% |
| YTD | +8.2% | +6.7% | +1.5% | +5.4% |
| 1Y | +9.7% | +3.0% | +6.7% | +7.5% |
| 3Y | +266.1% | +48.6% | +217.5% | +224.9% |
| 5Y | +407.4% | -12.7% | +420.1% | +353.6% |
| All | +423.3% | -7.6% | +430.9% | +368.8% |
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