+69.5%
PR vs GNRC
+6.8%
+62.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | +2.9% | +1.9% | +1.0% | +2.9% |
| 30D | +18.0% | -13.8% | +31.9% | +17.8% |
| 3M | +16.9% | -32.6% | +49.5% | +17.0% |
| 6M | +28.2% | -15.2% | +43.4% | +27.7% |
| YTD | +69.3% | +37.4% | +31.9% | +65.8% |
| 1Y | +69.5% | +5.1% | +64.4% | +62.1% |
| All | +69.5% | +6.8% | +62.7% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling