+134.1%
PSX vs GNRC
+61.6%
+72.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | 0.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +15.6% | -15.7% | +31.4% | +18.3% |
| 3M | +46.5% | -27.3% | +73.8% | +52.0% |
| 6M | +55.0% | -12.1% | +67.1% | +53.8% |
| YTD | +105.3% | +37.1% | +68.2% | +84.6% |
| 1Y | +101.6% | -0.5% | +102.1% | +91.9% |
| 3Y | +134.1% | +61.5% | +72.6% | +98.6% |
| All | +134.1% | +61.6% | +72.5% | +98.6% |
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