+250.3%
PH vs GNRC
-60.2%
+310.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.0% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -11.8% | -15.8% | +4.1% | -8.2% |
| 3M | +6.9% | -24.0% | +30.9% | +13.2% |
| 6M | -1.3% | -13.8% | +12.5% | +0.4% |
| YTD | +7.0% | +33.2% | -26.3% | -3.0% |
| 1Y | +23.1% | -1.8% | +24.9% | +19.5% |
| 3Y | +135.4% | +57.7% | +77.7% | +99.0% |
| 5Y | +250.3% | -59.7% | +310.1% | +250.1% |
| All | +250.3% | -60.2% | +310.5% | +250.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling