+12.2%
PCAR vs GEN
+20.2%
-7.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | +0.1% | +3.9% |
| 7D | +3.7% | +26.9% | -23.2% | +2.6% |
| 30D | -2.9% | +38.6% | -41.6% | -4.3% |
| 3M | -21.7% | +9.7% | -31.5% | -21.9% |
| 6M | -6.6% | +58.9% | -65.5% | -7.9% |
| YTD | -2.2% | +15.3% | -17.6% | +5.3% |
| 1Y | +12.2% | +21.8% | -9.6% | +16.7% |
| All | +12.2% | +20.2% | -7.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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