+359.1%
PCAR vs GRMN
+633.1%
-274.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -7.7% | -11.3% | +3.6% | -3.4% |
| 3M | +3.7% | +17.7% | -14.0% | -3.7% |
| 6M | +2.3% | +14.2% | -11.9% | -3.9% |
| YTD | +12.8% | +37.0% | -24.2% | -1.9% |
| 1Y | +27.8% | +17.0% | +10.8% | +17.8% |
| 3Y | +61.8% | +183.2% | -121.4% | -3.1% |
| 5Y | +168.2% | +77.3% | +90.9% | +97.2% |
| 10Y | +359.1% | +630.9% | -271.8% | +77.4% |
| All | +359.1% | +633.1% | -274.1% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling