+5,034.6%
PCAR vs GRMN
+6,655.2%
-1,620.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | -6.2% | -8.4% | +2.2% | -3.4% |
| 3M | +5.9% | +15.0% | -9.1% | +0.1% |
| 6M | +0.4% | +11.2% | -10.8% | -4.1% |
| YTD | +14.8% | +37.7% | -22.9% | +1.5% |
| 1Y | +30.1% | +18.5% | +11.6% | +20.7% |
| 3Y | +66.7% | +175.8% | -109.2% | +11.4% |
| 5Y | +166.1% | +75.1% | +91.0% | +105.6% |
| 10Y | +353.7% | +637.0% | -283.4% | +110.7% |
| All | +5,034.6% | +6,655.2% | -1,620.6% | +1,065.2% |
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