-7.6%
PCG vs GRMN
+6,890.4%
-6,898.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.6% | +4.7% | -6.3% | -2.4% |
| 30D | +1.4% | +3.4% | -2.0% | +0.7% |
| 3M | -23.4% | -5.0% | -18.4% | -22.9% |
| 6M | -19.4% | +18.6% | -38.0% | -22.3% |
| YTD | -18.5% | +42.5% | -61.0% | -24.2% |
| 1Y | -19.5% | +42.3% | -61.8% | -25.2% |
| 3Y | -21.0% | +158.5% | -179.5% | -35.0% |
| 5Y | +13.7% | +123.6% | -109.8% | -4.8% |
| 10Y | -77.2% | +682.5% | -759.7% | -84.0% |
| All | -7.6% | +6,890.4% | -6,898.0% | -61.9% |
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