-3.7%
PCOR vs GRMN
+45.1%
-48.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +20.7% | +6.3% | +14.4% | +17.9% |
| 30D | +35.7% | +7.6% | +28.1% | +31.7% |
| 3M | +31.1% | -7.5% | +38.5% | +34.2% |
| 6M | +43.1% | +21.2% | +21.9% | +31.1% |
| YTD | +4.8% | +44.0% | -39.2% | -18.0% |
| 1Y | -3.7% | +44.7% | -48.4% | -25.0% |
| All | -3.7% | +45.1% | -48.7% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling