+168.2%
PCAR vs GEN
+22.3%
+145.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -7.7% | +2.6% | -10.4% | -8.3% |
| 3M | +3.7% | +15.8% | -12.1% | +0.5% |
| 6M | +2.3% | +33.1% | -30.8% | -4.2% |
| YTD | +12.8% | +11.3% | +1.5% | +10.0% |
| 1Y | +27.8% | +1.7% | +26.1% | +27.4% |
| 3Y | +61.8% | +58.1% | +3.7% | +45.8% |
| 5Y | +168.2% | +20.6% | +147.6% | +156.1% |
| All | +168.2% | +22.3% | +145.9% | +156.1% |
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