+430.8%
GE vs PCOR
-30.9%
+461.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +1.8% |
| 7D | -1.6% | -9.0% | +7.4% | -0.2% |
| 30D | -11.6% | +4.2% | -15.7% | -12.4% |
| 3M | +3.0% | +14.4% | -11.4% | +0.1% |
| 6M | -0.5% | +0.2% | -0.7% | -2.1% |
| YTD | +9.7% | -20.3% | +30.0% | +12.2% |
| 1Y | +20.0% | -16.1% | +36.2% | +20.9% |
| 3Y | +275.8% | -14.7% | +290.6% | +266.5% |
| 5Y | +429.1% | -43.2% | +472.2% | +395.9% |
| All | +430.8% | -30.9% | +461.8% | +399.2% |
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