-76.0%
PCG vs GNRC
+372.1%
-448.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +2.2% | +7.9% | -5.8% | +0.7% |
| 30D | +0.8% | -3.7% | +4.4% | +1.0% |
| 3M | -23.8% | -11.9% | -11.8% | -22.8% |
| 6M | -19.6% | -28.6% | +9.0% | -16.3% |
| YTD | -16.7% | +39.9% | -56.6% | -24.3% |
| 1Y | -19.4% | +23.4% | -42.8% | -25.3% |
| 3Y | -18.3% | +84.2% | -102.6% | -32.1% |
| 5Y | +10.4% | -57.3% | +67.7% | +21.2% |
| All | -76.0% | +372.1% | -448.1% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling