+163.9%
PCAR vs GNRC
-58.2%
+222.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -0.7% |
| 30D | -6.9% | -9.5% | +2.6% | -5.4% |
| 3M | +2.1% | -28.5% | +30.6% | +7.6% |
| 6M | +1.6% | -10.0% | +11.5% | +2.4% |
| YTD | +12.2% | +36.7% | -24.5% | +5.0% |
| 1Y | +28.0% | +2.6% | +25.5% | +25.0% |
| 3Y | +61.0% | +61.9% | -0.9% | +43.8% |
| 5Y | +163.9% | -59.0% | +223.0% | +165.5% |
| All | +163.9% | -58.2% | +222.1% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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