+514.9%
GEV vs PCAR
-7.3%
+522.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +3.7% | +4.9% | -1.2% | +1.8% |
| 30D | -14.7% | -1.4% | -13.2% | -14.3% |
| 3M | -23.4% | -18.1% | -5.3% | -17.1% |
| 6M | -24.3% | -4.0% | -20.3% | -23.9% |
| YTD | +23.2% | -1.5% | +24.6% | +22.3% |
| 1Y | +44.2% | +13.2% | +31.0% | +36.1% |
| All | +514.9% | -7.3% | +522.2% | +470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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