+57.6%
PPL vs GNRC
+425.3%
-367.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | 0.0% | +3.2% | -3.1% | -0.3% |
| 30D | -1.3% | -9.5% | +8.3% | -0.2% |
| 3M | -2.6% | -28.5% | +26.0% | +0.6% |
| 6M | -8.4% | -10.0% | +1.6% | -8.4% |
| YTD | +0.2% | +36.7% | -36.5% | -5.3% |
| 1Y | -0.2% | +2.6% | -2.8% | -2.8% |
| 3Y | +52.9% | +61.9% | -9.0% | +36.5% |
| 5Y | +36.8% | -59.0% | +95.9% | +46.1% |
| 10Y | +57.6% | +444.8% | -387.2% | +4.0% |
| All | +57.6% | +425.3% | -367.7% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling