+526.6%
GEV vs PCAR
-7.6%
+534.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.9% |
| 7D | +6.2% | +2.1% | +4.1% | +5.4% |
| 30D | -18.4% | -1.2% | -17.2% | -18.2% |
| 3M | -21.2% | -18.6% | -2.6% | -14.5% |
| 6M | -23.6% | -5.1% | -18.5% | -22.8% |
| YTD | +25.5% | -1.8% | +27.3% | +24.8% |
| 1Y | +42.6% | +10.6% | +32.0% | +35.8% |
| All | +526.6% | -7.6% | +534.2% | +482.5% |
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