+1,139.1%
PSX vs GNRC
+1,119.9%
+19.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +1.8% | +3.2% | -1.3% | +1.2% |
| 30D | +21.6% | -9.5% | +31.2% | +23.8% |
| 3M | +46.5% | -28.5% | +75.0% | +54.3% |
| 6M | +62.0% | -10.0% | +72.0% | +61.6% |
| YTD | +106.3% | +36.7% | +69.6% | +88.0% |
| 1Y | +103.0% | +2.6% | +100.4% | +94.4% |
| 3Y | +135.5% | +61.9% | +73.6% | +100.1% |
| 5Y | +368.5% | -59.0% | +427.5% | +404.8% |
| 10Y | +386.6% | +444.8% | -58.2% | +156.9% |
| All | +1,139.1% | +1,119.9% | +19.3% | +473.1% |
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