+106.6%
PCAR vs GRMN
+122.2%
-15.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | +4.7% | -4.7% | -1.3% |
| 30D | -4.6% | +3.4% | -8.0% | -5.7% |
| 3M | -22.6% | -5.0% | -17.5% | -21.5% |
| 6M | -12.0% | +18.6% | -30.6% | -17.4% |
| YTD | -6.1% | +42.5% | -48.6% | -17.3% |
| 1Y | +6.3% | +42.3% | -36.0% | -6.3% |
| 3Y | +31.8% | +158.5% | -126.7% | -9.8% |
| All | +106.6% | +122.2% | -15.6% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling