-52.6%
PCG vs GNRC
+2,087.1%
-2,139.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +2.1% |
| 7D | -13.9% | +1.9% | -15.8% | -14.1% |
| 30D | -16.9% | -13.8% | -3.0% | -15.2% |
| 3M | -14.7% | -32.6% | +17.9% | -10.6% |
| 6M | -23.8% | -15.2% | -8.6% | -23.1% |
| YTD | -10.5% | +37.4% | -47.9% | -16.0% |
| 1Y | -5.1% | +5.1% | -10.3% | -8.0% |
| 3Y | -11.6% | +57.5% | -69.1% | -20.8% |
| 5Y | +59.0% | -58.7% | +117.7% | +65.7% |
| 10Y | -75.7% | +395.5% | -471.2% | -82.1% |
| All | -52.6% | +2,087.1% | -2,139.7% | -72.0% |
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