+492.6%
GEV vs PCAR
-11.7%
+504.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | -9.8% | +0.1% | -9.8% | -10.0% |
| 30D | -22.3% | -4.6% | -17.8% | -21.1% |
| 3M | -22.6% | -22.6% | 0.0% | -14.3% |
| 6M | -30.7% | -12.0% | -18.8% | -27.9% |
| YTD | +18.7% | -6.1% | +24.8% | +20.1% |
| 1Y | +41.0% | +6.3% | +34.7% | +36.4% |
| All | +492.6% | -11.7% | +504.3% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling