-56.4%
PCG vs GNRC
+2,164.8%
-2,221.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -1.9% |
| 7D | -2.2% | +2.5% | -4.7% | -2.7% |
| 30D | -0.5% | -11.2% | +10.7% | +0.8% |
| 3M | -24.0% | -10.1% | -13.8% | -23.4% |
| 6M | -18.6% | -28.5% | +9.9% | -16.0% |
| YTD | -17.7% | +42.3% | -59.9% | -23.6% |
| 1Y | -20.0% | +22.8% | -42.9% | -24.4% |
| 3Y | -20.2% | +87.3% | -107.6% | -30.5% |
| 5Y | +8.4% | -56.9% | +65.3% | +11.9% |
| 10Y | -76.4% | +384.9% | -461.3% | -82.7% |
| All | -56.4% | +2,164.8% | -2,221.1% | -74.5% |
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 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