+5.1%
GNRC vs PFGC
-5.1%
+10.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | -13.8% | -11.9% | -1.9% | -11.8% |
| 3M | -32.6% | +5.0% | -37.6% | -35.5% |
| 6M | -15.2% | +8.6% | -23.8% | -20.3% |
| YTD | +37.4% | +9.7% | +27.7% | +25.5% |
| 1Y | +5.1% | -6.3% | +11.4% | -1.3% |
| All | +5.1% | -5.1% | +10.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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