+2,556.4%
PCAR vs GME
+1,469.6%
+1,086.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +3.5% | +4.8% | -1.3% | +3.1% |
| 30D | -2.3% | -4.3% | +2.0% | -2.0% |
| 3M | -19.3% | +35.3% | -54.7% | -21.3% |
| 6M | -7.1% | +4.7% | -11.9% | -7.7% |
| YTD | -2.8% | +26.6% | -29.4% | -4.9% |
| 1Y | +9.3% | +18.3% | -9.0% | +7.3% |
| 3Y | +33.5% | +102.8% | -69.3% | +13.6% |
| 5Y | +112.6% | -48.9% | +161.6% | +91.7% |
| 10Y | +276.9% | +480.5% | -203.5% | +16.3% |
| All | +2,556.4% | +1,469.6% | +1,086.8% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling