+409.8%
GE vs PCOR
-10.3%
+420.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +7.1% | +22.7% | -15.6% | +3.6% |
| 30D | +6.5% | +37.5% | -31.0% | +1.1% |
| 3M | -13.6% | +35.2% | -48.8% | -18.1% |
| 6M | +6.0% | +42.2% | -36.3% | -0.9% |
| YTD | +5.4% | +3.6% | +1.8% | +3.1% |
| 1Y | +6.5% | -4.8% | +11.2% | +5.9% |
| 3Y | +268.6% | +48.3% | +220.2% | +226.6% |
| 5Y | +389.0% | -20.1% | +409.1% | +339.8% |
| All | +409.8% | -10.3% | +420.1% | +358.7% |
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