+689.8%
PCAR vs GNRC
+2,127.0%
-1,437.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +4.9% | +7.9% | -3.0% | +3.0% |
| 30D | -1.4% | -3.7% | +2.3% | -1.2% |
| 3M | -18.1% | -11.9% | -6.2% | -16.8% |
| 6M | -4.0% | -28.6% | +24.6% | +1.6% |
| YTD | -1.5% | +39.9% | -41.4% | -12.4% |
| 1Y | +13.2% | +23.4% | -10.2% | +3.4% |
| 3Y | +35.8% | +84.2% | -48.5% | +9.1% |
| 5Y | +114.6% | -57.3% | +171.9% | +130.6% |
| 10Y | +289.6% | +376.8% | -87.2% | +89.8% |
| All | +689.8% | +2,127.0% | -1,437.2% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling