+5.1%
GNRC vs PFG
+51.4%
-46.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.7% |
| 7D | +1.9% | +5.5% | -3.6% | +0.5% |
| 30D | -13.8% | +2.4% | -16.2% | -14.4% |
| 3M | -32.6% | +13.6% | -46.2% | -36.2% |
| 6M | -15.2% | +27.9% | -43.1% | -25.9% |
| YTD | +37.4% | +35.6% | +1.8% | +14.9% |
| 1Y | +5.1% | +48.5% | -43.3% | -16.4% |
| All | +5.1% | +51.4% | -46.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling