-16.0%
PCG vs GRMN
+40.7%
-56.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.3% |
| 7D | +1.9% | +6.1% | -4.2% | +1.4% |
| 30D | +8.5% | +1.3% | +7.2% | +8.3% |
| 3M | -22.9% | -5.6% | -17.3% | -22.5% |
| 6M | -16.8% | +22.2% | -38.9% | -19.2% |
| YTD | -15.8% | +44.3% | -60.1% | -18.7% |
| 1Y | -16.0% | +43.1% | -59.1% | -19.5% |
| All | -16.0% | +40.7% | -56.6% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling