+643.2%
GEV vs PCAR
+6.1%
+637.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.9% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | -1.9% | -7.7% | +5.8% | +1.5% |
| 3M | +4.1% | +3.7% | +0.4% | +1.9% |
| 6M | +23.2% | +2.3% | +20.9% | +21.1% |
| YTD | +48.9% | +12.8% | +36.1% | +40.3% |
| 1Y | +62.2% | +27.8% | +34.4% | +45.7% |
| All | +643.2% | +6.1% | +637.1% | +555.0% |
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