+435.3%
GNRC vs PFG
+251.1%
+184.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.4% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -15.7% | +2.9% | -18.6% | -17.1% |
| 3M | -27.3% | +6.7% | -34.0% | -30.4% |
| 6M | -12.1% | +33.8% | -45.8% | -25.4% |
| YTD | +37.1% | +35.0% | +2.2% | +15.6% |
| 1Y | -0.5% | +46.4% | -46.9% | -19.6% |
| 3Y | +61.5% | +71.7% | -10.1% | +19.1% |
| 5Y | -58.6% | +113.7% | -172.3% | -72.3% |
| All | +435.3% | +251.1% | +184.3% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling