-14.8%
PNR vs GNRC
+61.6%
-76.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.0% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -14.0% | -15.7% | +1.8% | -10.4% |
| 3M | -21.7% | -27.3% | +5.6% | -16.0% |
| 6M | -37.3% | -12.1% | -25.2% | -37.1% |
| YTD | -45.1% | +37.1% | -82.2% | -52.6% |
| 1Y | -49.1% | -0.5% | -48.7% | -51.7% |
| 3Y | -14.8% | +61.5% | -76.4% | -32.4% |
| All | -14.8% | +61.6% | -76.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling