-13.1%
PCOR vs GRMN
+135.6%
-148.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.2% |
| 7D | +22.2% | +6.4% | +15.8% | +18.4% |
| 30D | +36.0% | +8.7% | +27.3% | +29.8% |
| 3M | +34.0% | -5.8% | +39.8% | +38.3% |
| 6M | +43.5% | +22.5% | +21.0% | +25.9% |
| YTD | +5.1% | +45.6% | -40.5% | -18.0% |
| 1Y | -3.9% | +47.5% | -51.4% | -25.7% |
| 3Y | +52.9% | +166.2% | -113.3% | -28.6% |
| 5Y | -18.7% | +124.1% | -142.7% | -60.1% |
| All | -13.1% | +135.6% | -148.7% | -45.4% |
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