+42.6%
GEV vs PCAR
+11.4%
+31.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.9% |
| 7D | +6.2% | +2.1% | +4.1% | +5.3% |
| 30D | -18.4% | -1.2% | -17.2% | -18.1% |
| 3M | -21.2% | -18.6% | -2.6% | -13.7% |
| 6M | -23.6% | -5.1% | -18.5% | -23.6% |
| YTD | +25.5% | -1.8% | +27.3% | +20.6% |
| 1Y | +42.6% | +10.6% | +32.0% | +29.4% |
| All | +42.6% | +11.4% | +31.2% | +29.4% |
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