+396.3%
GE vs PCOR
-10.0%
+406.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +0.5% | +23.7% | -23.2% | -2.9% |
| 30D | +1.7% | +39.0% | -37.3% | -3.6% |
| 3M | -17.3% | +35.8% | -53.1% | -21.7% |
| 6M | +10.1% | +38.2% | -28.1% | +3.4% |
| YTD | +2.6% | +3.9% | -1.3% | +0.4% |
| 1Y | +3.7% | +5.7% | -2.0% | +0.9% |
| 3Y | +268.3% | +44.8% | +223.5% | +227.8% |
| 5Y | +376.2% | -19.8% | +395.9% | +328.0% |
| All | +396.3% | -10.0% | +406.3% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling