+3,037.8%
PCAR vs GME
+1,082.6%
+1,955.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.5% | +7.2% | -7.7% | -1.0% |
| 30D | -6.2% | +0.8% | -7.0% | -6.3% |
| 3M | +5.9% | -14.0% | +19.9% | +7.0% |
| 6M | +0.4% | -19.7% | +20.1% | +1.8% |
| YTD | +14.8% | -4.6% | +19.4% | +14.8% |
| 1Y | +30.1% | -14.3% | +44.5% | +31.0% |
| 3Y | +66.7% | +4.0% | +62.6% | +49.5% |
| 5Y | +166.1% | -62.2% | +228.3% | +145.3% |
| 10Y | +353.7% | +241.4% | +112.3% | +54.0% |
| All | +3,037.8% | +1,082.6% | +1,955.2% | +594.5% |
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