+519.7%
GNRC vs PFGC
+403.3%
+116.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +3.2% | -3.7% | +6.9% | +4.1% |
| 30D | -9.5% | -16.0% | +6.4% | -5.6% |
| 3M | -28.5% | -4.1% | -24.4% | -28.2% |
| 6M | -10.0% | +8.7% | -18.7% | -12.5% |
| YTD | +36.7% | +6.4% | +30.4% | +33.3% |
| 1Y | +2.6% | -8.4% | +10.9% | +3.8% |
| 3Y | +61.9% | +61.8% | +0.1% | +42.0% |
| 5Y | -59.0% | +108.7% | -167.7% | -66.0% |
| 10Y | +444.8% | +298.1% | +146.7% | +291.8% |
| All | +519.7% | +403.3% | +116.4% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling