+287.1%
PCAR vs GRMN
+628.7%
-341.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +4.9% | -0.9% | +5.8% | +5.3% |
| 30D | -1.4% | +1.2% | -2.6% | -1.9% |
| 3M | -18.1% | -8.9% | -9.2% | -15.4% |
| 6M | -4.0% | +23.0% | -27.0% | -12.6% |
| YTD | -1.5% | +41.2% | -42.7% | -15.6% |
| 1Y | +13.2% | +47.5% | -34.3% | -4.7% |
| 3Y | +35.8% | +155.8% | -120.0% | -14.5% |
| 5Y | +114.6% | +120.2% | -5.5% | +42.5% |
| All | +287.1% | +628.7% | -341.6% | +56.4% |
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