-13.3%
PCOR vs GNRC
-40.3%
+27.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.8% |
| 7D | +20.7% | -13.1% | +33.9% | +24.5% |
| 30D | +35.7% | -19.2% | +54.9% | +42.4% |
| 3M | +31.1% | -11.8% | +42.8% | +32.2% |
| 6M | +43.1% | -32.5% | +75.7% | +53.1% |
| YTD | +4.8% | +33.3% | -28.5% | -16.7% |
| 1Y | -3.7% | +16.0% | -19.7% | -19.6% |
| 3Y | +46.5% | +75.5% | -29.0% | -2.8% |
| 5Y | -17.3% | -58.7% | +41.4% | -5.2% |
| All | -13.3% | -40.3% | +27.0% | -22.3% |
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