+48.3%
PCOR vs GNRC
+69.2%
-20.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.6% |
| 7D | +22.7% | -10.7% | +33.4% | +23.5% |
| 30D | +37.5% | -20.1% | +57.6% | +40.1% |
| 3M | +35.2% | -16.3% | +51.5% | +36.4% |
| 6M | +42.2% | -33.9% | +76.1% | +47.1% |
| YTD | +3.6% | +29.6% | -26.1% | -15.0% |
| 1Y | -4.8% | +14.9% | -19.7% | -18.7% |
| 3Y | +48.3% | +72.5% | -24.2% | -14.0% |
| All | +48.3% | +69.2% | -20.9% | -14.0% |
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 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