-11.8%
PCOR vs GRMN
+128.5%
-140.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | +38.7% | +1.2% | +37.5% | +38.0% |
| 3M | +24.9% | -8.9% | +33.8% | +31.3% |
| 6M | +68.8% | +23.0% | +45.8% | +47.5% |
| YTD | +6.7% | +41.2% | -34.5% | -15.3% |
| 1Y | +3.0% | +47.5% | -44.5% | -20.5% |
| 3Y | +48.6% | +155.8% | -107.1% | -28.9% |
| 5Y | -12.7% | +120.2% | -132.9% | -56.8% |
| All | -11.8% | +128.5% | -140.3% | -43.6% |
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