+376.2%
GE vs PCOR
-22.6%
+398.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +0.5% | +23.7% | -23.2% | -3.1% |
| 30D | +1.7% | +39.0% | -37.3% | -3.9% |
| 3M | -17.3% | +35.8% | -53.1% | -22.0% |
| 6M | +10.1% | +38.2% | -28.1% | +2.9% |
| YTD | +2.6% | +3.9% | -1.3% | +0.3% |
| 1Y | +3.7% | +5.7% | -2.0% | +0.7% |
| 3Y | +268.3% | +44.8% | +223.5% | +223.4% |
| 5Y | +376.2% | -19.8% | +395.9% | +342.3% |
| All | +376.2% | -22.6% | +398.7% | +342.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling