+169.5%
PR vs GNRC
+393.5%
-224.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | +2.9% | +1.9% | +1.0% | +2.4% |
| 30D | +18.0% | -13.8% | +31.9% | +22.0% |
| 3M | +16.9% | -32.6% | +49.5% | +26.8% |
| 6M | +28.2% | -15.2% | +43.4% | +29.5% |
| YTD | +69.3% | +37.4% | +31.9% | +49.2% |
| 1Y | +69.5% | +5.1% | +64.4% | +58.4% |
| 3Y | +81.7% | +57.5% | +24.2% | +47.7% |
| 5Y | +422.2% | -58.7% | +481.0% | +472.5% |
| 10Y | +110.4% | +395.5% | -285.1% | +13.4% |
| All | +169.5% | +393.5% | -224.1% | +45.4% |
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