+73.2%
PR vs GNRC
+69.2%
+3.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.5% |
| 7D | -16.4% | -10.7% | -5.7% | -14.9% |
| 30D | -1.9% | -20.1% | +18.2% | +1.5% |
| 3M | +8.0% | -16.3% | +24.2% | +10.4% |
| 6M | +4.1% | -33.9% | +38.0% | +10.0% |
| YTD | +58.7% | +29.6% | +29.1% | +37.8% |
| 1Y | +75.8% | +14.9% | +60.9% | +57.2% |
| 3Y | +73.2% | +72.5% | +0.6% | +26.9% |
| All | +73.2% | +69.2% | +3.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling