+114.0%
PCAR vs GEN
+31.4%
+82.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.1% |
| 7D | +2.1% | -3.0% | +5.1% | +2.7% |
| 30D | -1.2% | +24.7% | -25.9% | -5.3% |
| 3M | -18.6% | +4.1% | -22.7% | -19.5% |
| 6M | -5.1% | +36.0% | -41.1% | -11.5% |
| YTD | -1.8% | +10.9% | -12.6% | -4.3% |
| 1Y | +10.6% | +12.2% | -1.5% | +7.5% |
| 3Y | +34.9% | +63.3% | -28.4% | +21.0% |
| 5Y | +114.0% | +29.0% | +84.9% | +93.9% |
| All | +114.0% | +31.4% | +82.6% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling