+67.9%
PPL vs GNRC
+372.1%
-304.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -0.4% | +7.9% | -8.3% | -1.3% |
| 30D | +2.6% | -3.7% | +6.3% | +2.8% |
| 3M | +0.8% | -11.9% | +12.8% | +1.6% |
| 6M | +1.4% | -28.6% | +30.0% | +4.0% |
| YTD | +4.3% | +39.9% | -35.6% | -2.4% |
| 1Y | +0.8% | +23.4% | -22.6% | -4.4% |
| 3Y | +57.9% | +84.2% | -26.3% | +37.5% |
| 5Y | +48.3% | -57.3% | +105.6% | +57.5% |
| All | +67.9% | +372.1% | -304.2% | +6.6% |
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 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