-75.9%
PCG vs GNRC
+433.2%
-509.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -18.9% | -15.8% | -3.1% | -16.5% |
| 3M | -15.8% | -24.0% | +8.2% | -12.5% |
| 6M | -22.6% | -13.8% | -8.8% | -21.9% |
| YTD | -12.2% | +33.2% | -45.4% | -18.7% |
| 1Y | -7.1% | -1.8% | -5.3% | -9.6% |
| 3Y | -15.8% | +57.7% | -73.6% | -27.4% |
| 5Y | +53.3% | -59.7% | +113.1% | +69.8% |
| All | -75.9% | +433.2% | -509.1% | -85.5% |
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