-14.4%
PCOR vs GNRC
-42.0%
+27.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.1% |
| 7D | +22.7% | -10.7% | +33.4% | +25.6% |
| 30D | +37.5% | -20.1% | +57.6% | +44.8% |
| 3M | +35.2% | -16.3% | +51.5% | +38.6% |
| 6M | +42.2% | -33.9% | +76.1% | +53.1% |
| YTD | +3.6% | +29.6% | -26.1% | -17.1% |
| 1Y | -4.8% | +14.9% | -19.7% | -20.4% |
| 3Y | +48.3% | +72.5% | -24.2% | -1.1% |
| 5Y | -20.1% | -60.1% | +40.0% | -7.5% |
| All | -14.4% | -42.0% | +27.6% | -22.6% |
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