+820.4%
PCAR vs GNRC
+2,087.1%
-1,266.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -0.5% | +1.9% | -2.4% | -1.0% |
| 30D | -6.2% | -13.8% | +7.6% | -3.0% |
| 3M | +5.9% | -32.6% | +38.5% | +15.4% |
| 6M | +0.4% | -15.2% | +15.6% | +2.7% |
| YTD | +14.8% | +37.4% | -22.6% | +3.9% |
| 1Y | +30.1% | +5.1% | +25.0% | +24.6% |
| 3Y | +66.7% | +57.5% | +9.1% | +40.3% |
| 5Y | +166.1% | -58.7% | +224.8% | +191.2% |
| 10Y | +353.7% | +395.5% | -41.8% | +121.1% |
| All | +820.4% | +2,087.1% | -1,266.8% | +160.4% |
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