+4,099.1%
PCAR vs GRMN
+6,890.4%
-2,791.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | +4.7% | -4.7% | -1.5% |
| 30D | -4.6% | +3.4% | -8.0% | -5.8% |
| 3M | -22.6% | -5.0% | -17.5% | -21.4% |
| 6M | -12.0% | +18.6% | -30.6% | -17.9% |
| YTD | -6.1% | +42.5% | -48.6% | -18.2% |
| 1Y | +6.3% | +42.3% | -36.0% | -7.3% |
| 3Y | +31.8% | +158.5% | -126.7% | -9.9% |
| 5Y | +104.2% | +123.6% | -19.4% | +44.9% |
| 10Y | +302.9% | +682.5% | -379.6% | +83.0% |
| All | +4,099.1% | +6,890.4% | -2,791.3% | +839.2% |
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