+112.1%
PBR vs GNRC
+2,020.8%
-1,908.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.7% | +2.7% |
| 7D | +4.2% | -0.7% | +5.0% | +4.4% |
| 30D | +22.7% | -15.8% | +38.6% | +27.1% |
| 3M | +21.5% | -24.0% | +45.5% | +27.4% |
| 6M | +24.0% | -13.8% | +37.8% | +24.9% |
| YTD | +88.2% | +33.2% | +55.0% | +70.0% |
| 1Y | +74.8% | -1.8% | +76.6% | +67.8% |
| 3Y | +105.1% | +57.7% | +47.4% | +68.8% |
| 5Y | +572.2% | -59.7% | +632.0% | +636.5% |
| 10Y | +692.7% | +430.7% | +262.0% | +272.3% |
| All | +112.1% | +2,020.8% | -1,908.7% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling