+149.9%
PR vs GNRC
+397.2%
-247.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -2.6% |
| 7D | -12.4% | -6.6% | -5.8% | -11.1% |
| 30D | -6.6% | -16.1% | +9.5% | -3.1% |
| 3M | +7.5% | -11.1% | +18.6% | +9.1% |
| 6M | +10.8% | -29.9% | +40.7% | +17.3% |
| YTD | +57.0% | +38.4% | +18.6% | +36.6% |
| 1Y | +67.9% | +21.5% | +46.4% | +50.6% |
| 3Y | +87.6% | +83.5% | +4.0% | +45.6% |
| 5Y | +220.4% | -57.1% | +277.4% | +245.6% |
| 10Y | +64.8% | +372.1% | -307.3% | -12.7% |
| All | +149.9% | +397.2% | -247.3% | +33.2% |
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