-14.4%
PCOR vs GRMN
+130.5%
-144.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +22.7% | +4.7% | +18.0% | +20.0% |
| 30D | +37.5% | +3.4% | +34.1% | +35.0% |
| 3M | +35.2% | -5.0% | +40.2% | +39.0% |
| 6M | +42.2% | +18.6% | +23.7% | +27.2% |
| YTD | +3.6% | +42.5% | -38.9% | -18.2% |
| 1Y | -4.8% | +42.3% | -47.1% | -24.8% |
| 3Y | +48.3% | +158.5% | -110.1% | -29.4% |
| 5Y | -20.1% | +123.6% | -143.6% | -60.7% |
| All | -14.4% | +130.5% | -144.9% | -45.5% |
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