+37.7%
PPL vs GNRC
-57.1%
+94.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.8% | +4.8% | -3.1% | +1.5% |
| 30D | -1.1% | -10.4% | +9.3% | -0.4% |
| 3M | 0.0% | -28.5% | +28.5% | +1.9% |
| 6M | -7.6% | -6.8% | -0.8% | -7.9% |
| YTD | +1.7% | +39.5% | -37.7% | -2.0% |
| 1Y | +1.5% | +3.4% | -1.9% | -0.1% |
| 3Y | +55.3% | +65.1% | -9.9% | +43.8% |
| 5Y | +37.7% | -57.1% | +94.8% | +32.3% |
| All | +37.7% | -57.1% | +94.8% | +32.3% |
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