+172.7%
PPL vs GNRC
+2,087.1%
-1,914.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | +2.7% | +1.9% | +0.7% | +2.5% |
| 30D | +0.5% | -13.8% | +14.3% | +1.9% |
| 3M | +0.7% | -32.6% | +33.3% | +4.2% |
| 6M | -7.6% | -15.2% | +7.6% | -7.0% |
| YTD | +1.8% | +37.4% | -35.6% | -3.0% |
| 1Y | -0.8% | +5.1% | -5.9% | -3.1% |
| 3Y | +56.9% | +57.5% | -0.6% | +43.5% |
| 5Y | +39.5% | -58.7% | +98.2% | +43.5% |
| 10Y | +55.4% | +395.5% | -340.1% | +17.8% |
| All | +172.7% | +2,087.1% | -1,914.4% | +64.8% |
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