-14.6%
PCOR vs GNRC
+62.7%
-77.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | -6.9% | +4.8% | -11.8% | -7.6% |
| 30D | -1.5% | -10.4% | +8.8% | -0.2% |
| 3M | +18.5% | -28.5% | +47.0% | +23.5% |
| 6M | -4.7% | -6.8% | +2.1% | -8.2% |
| YTD | -22.8% | +39.5% | -62.2% | -35.7% |
| 1Y | -20.7% | +3.4% | -24.1% | -27.6% |
| 3Y | -14.6% | +65.1% | -79.7% | -26.1% |
| All | -14.6% | +62.7% | -77.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling