+1.4%
PCG vs GRMN
+6,655.2%
-6,653.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -13.9% | -2.9% | -11.0% | -13.4% |
| 30D | -16.9% | -8.4% | -8.4% | -15.6% |
| 3M | -14.7% | +15.0% | -29.7% | -17.2% |
| 6M | -23.8% | +11.2% | -35.0% | -25.6% |
| YTD | -10.5% | +37.7% | -48.2% | -16.1% |
| 1Y | -5.1% | +18.5% | -23.6% | -8.8% |
| 3Y | -11.6% | +175.8% | -187.4% | -28.0% |
| 5Y | +59.0% | +75.1% | -16.1% | +38.8% |
| 10Y | -75.7% | +637.0% | -712.8% | -82.8% |
| All | +1.4% | +6,655.2% | -6,653.8% | -57.9% |
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