+85.5%
PR vs GNRC
+62.7%
+22.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -0.6% | +4.8% | -5.4% | -1.4% |
| 30D | +17.4% | -10.4% | +27.7% | +19.4% |
| 3M | +21.8% | -28.5% | +50.2% | +28.1% |
| 6M | +27.6% | -6.8% | +34.4% | +25.0% |
| YTD | +71.4% | +39.5% | +32.0% | +49.2% |
| 1Y | +78.3% | +3.4% | +74.9% | +66.7% |
| 3Y | +85.5% | +65.1% | +20.3% | +61.6% |
| All | +85.5% | +62.7% | +22.8% | +61.6% |
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 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