+2,104.1%
GNRC vs PFG
+807.4%
+1,296.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | +3.2% | +3.2% | 0.0% | +1.3% |
| 30D | -9.5% | +0.9% | -10.5% | -10.2% |
| 3M | -28.5% | +7.7% | -36.3% | -32.0% |
| 6M | -10.0% | +29.0% | -38.9% | -22.4% |
| YTD | +36.7% | +32.5% | +4.3% | +16.1% |
| 1Y | +2.6% | +47.3% | -44.7% | -17.7% |
| 3Y | +61.9% | +68.2% | -6.3% | +20.1% |
| 5Y | -59.0% | +108.5% | -167.5% | -72.7% |
| 10Y | +444.8% | +241.4% | +203.4% | +152.7% |
| All | +2,104.1% | +807.4% | +1,296.6% | +565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling