-20.7%
PCG vs GRMN
+43.5%
-64.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.6% | +4.7% | -6.3% | -1.9% |
| 30D | +1.4% | +3.4% | -2.0% | +1.0% |
| 3M | -23.4% | -5.0% | -18.4% | -23.1% |
| 6M | -19.4% | +18.6% | -38.0% | -21.5% |
| YTD | -18.5% | +42.5% | -61.0% | -21.4% |
| All | -20.7% | +43.5% | -64.2% | -24.1% |
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