+45.6%
GM vs PCAR
+27.2%
+18.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -4.6% | -6.9% | +2.3% | -0.8% |
| 3M | +0.2% | +2.1% | -1.9% | -0.8% |
| 6M | +12.6% | +1.6% | +11.0% | +10.7% |
| YTD | +3.7% | +12.2% | -8.5% | -3.8% |
| 1Y | +45.6% | +28.0% | +17.6% | +25.9% |
| All | +45.6% | +27.2% | +18.5% | +25.9% |
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