+278.6%
PG vs GNRC
+2,082.9%
-1,804.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | -15.7% | +16.6% | +2.0% |
| 3M | -1.3% | -27.3% | +26.0% | +0.5% |
| 6M | -3.8% | -12.1% | +8.2% | -3.7% |
| YTD | +3.6% | +37.1% | -33.5% | +0.1% |
| 1Y | -5.7% | -0.5% | -5.3% | -7.0% |
| 3Y | +1.6% | +61.5% | -59.9% | -5.0% |
| 5Y | +14.6% | -58.6% | +73.2% | +17.9% |
| 10Y | +121.2% | +446.3% | -325.1% | +71.2% |
| All | +278.6% | +2,082.9% | -1,804.3% | +155.1% |
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 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