-41.4%
PCOR vs GRMN
+75.1%
-116.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -9.0% | -2.9% | -6.1% | -7.4% |
| 30D | +4.2% | -8.4% | +12.6% | +9.5% |
| 3M | +14.4% | +15.0% | -0.6% | +4.3% |
| 6M | +0.2% | +11.2% | -11.0% | -7.7% |
| YTD | -20.3% | +37.7% | -57.9% | -35.8% |
| 1Y | -16.1% | +18.5% | -34.6% | -26.3% |
| 3Y | -14.7% | +175.8% | -190.5% | -63.2% |
| All | -41.4% | +75.1% | -116.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling