-55.9%
PCG vs GNRC
+2,127.0%
-2,182.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +2.2% | +7.9% | -5.8% | +1.0% |
| 30D | +0.8% | -3.7% | +4.4% | +1.0% |
| 3M | -23.8% | -11.9% | -11.8% | -23.0% |
| 6M | -19.6% | -28.6% | +9.0% | -17.0% |
| YTD | -16.7% | +39.9% | -56.6% | -22.5% |
| 1Y | -19.4% | +23.4% | -42.8% | -23.9% |
| 3Y | -18.3% | +84.2% | -102.6% | -28.7% |
| 5Y | +10.4% | -57.3% | +67.7% | +14.1% |
| 10Y | -76.1% | +376.8% | -452.9% | -82.4% |
| All | -55.9% | +2,127.0% | -2,182.9% | -74.1% |
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