+172.3%
PCAR vs GME
-62.8%
+235.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.5% | +7.2% | -7.7% | -0.8% |
| 30D | -6.2% | +0.8% | -7.0% | -6.3% |
| 3M | +5.9% | -14.0% | +19.9% | +6.4% |
| 6M | +0.4% | -19.7% | +20.1% | +1.1% |
| YTD | +14.8% | -4.6% | +19.4% | +14.8% |
| 1Y | +30.1% | -14.3% | +44.5% | +30.6% |
| 3Y | +66.7% | +4.0% | +62.6% | +59.5% |
| All | +172.3% | -62.8% | +235.1% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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