-76.7%
PCG vs GRMN
+693.0%
-769.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.5% |
| 7D | -1.1% | +6.4% | -7.4% | -3.4% |
| 30D | +0.1% | +8.7% | -8.7% | -3.3% |
| 3M | -24.4% | -5.8% | -18.7% | -23.2% |
| 6M | -17.7% | +22.5% | -40.2% | -25.1% |
| YTD | -17.4% | +45.6% | -63.0% | -30.6% |
| 1Y | -19.4% | +47.5% | -66.8% | -32.7% |
| 3Y | -18.6% | +166.2% | -184.8% | -52.2% |
| 5Y | +10.2% | +124.1% | -113.9% | -30.1% |
| 10Y | -76.7% | +668.0% | -744.7% | -91.0% |
| All | -76.7% | +693.0% | -769.7% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling