+2,121.1%
PH vs GNRC
+2,120.5%
+0.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +0.4% | +4.8% | -4.4% | -1.1% |
| 30D | -10.8% | -10.4% | -0.4% | -8.0% |
| 3M | +8.5% | -28.5% | +36.9% | +18.7% |
| 6M | +3.9% | -6.8% | +10.7% | +3.7% |
| YTD | +9.4% | +39.5% | -30.1% | -4.7% |
| 1Y | +26.8% | +3.4% | +23.4% | +19.9% |
| 3Y | +140.8% | +65.1% | +75.7% | +90.5% |
| 5Y | +253.8% | -57.1% | +310.9% | +291.5% |
| 10Y | +792.3% | +432.5% | +359.8% | +297.3% |
| All | +2,121.1% | +2,120.5% | +0.6% | +479.6% |
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