+72.9%
PBR vs GNRC
+17.5%
+55.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.5% | +2.6% | -7.0% |
| 7D | -11.0% | -6.0% | -5.0% | -10.9% |
| 30D | -18.8% | -12.0% | -6.7% | -18.7% |
| 3M | +7.8% | -13.4% | +21.2% | +8.2% |
| 6M | -7.6% | -26.4% | +18.8% | -6.9% |
| YTD | +72.7% | +38.8% | +33.8% | +62.8% |
| 1Y | +72.9% | +20.9% | +52.0% | +64.2% |
| All | +72.9% | +17.5% | +55.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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