+4,367.1%
PCAR vs GRMN
+7,095.1%
-2,727.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.8% |
| 7D | +2.2% | +1.7% | +0.5% | +1.6% |
| 30D | +0.3% | +10.2% | -9.9% | -3.0% |
| 3M | -17.9% | -4.7% | -13.2% | -16.8% |
| 6M | -3.4% | +22.3% | -25.7% | -10.9% |
| YTD | -0.1% | +46.7% | -46.8% | -13.8% |
| 1Y | +13.4% | +49.6% | -36.2% | -2.8% |
| 3Y | +37.2% | +165.3% | -128.1% | -7.0% |
| 5Y | +117.3% | +130.3% | -13.0% | +52.8% |
| 10Y | +295.0% | +658.0% | -363.0% | +81.3% |
| All | +4,367.1% | +7,095.1% | -2,727.9% | +889.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling