+43.4%
GEV vs PCAR
+9.3%
+34.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.7% | +3.5% | +5.7% |
| 7D | -3.8% | +2.9% | -6.7% | -4.9% |
| 30D | -17.4% | -2.1% | -15.3% | -16.7% |
| 3M | -16.2% | -20.4% | +4.2% | -7.3% |
| 6M | -20.2% | -7.0% | -13.2% | -19.5% |
| YTD | +27.2% | -2.6% | +29.8% | +22.6% |
| All | +43.4% | +9.3% | +34.1% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling