+24.5%
PH vs GNRC
+0.9%
+23.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -11.0% | -15.7% | +4.8% | -8.6% |
| 3M | +5.5% | -27.3% | +32.9% | +10.7% |
| 6M | +1.5% | -12.1% | +13.5% | +2.1% |
| YTD | +8.8% | +37.1% | -28.3% | +3.4% |
| 1Y | +24.5% | -0.5% | +25.0% | +21.7% |
| All | +24.5% | +0.9% | +23.6% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling