-14.1%
PCOR vs GRMN
+131.2%
-145.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +23.7% | +2.3% | +21.4% | +22.5% |
| 30D | +39.0% | +2.6% | +36.4% | +37.1% |
| 3M | +35.8% | -5.0% | +40.7% | +39.5% |
| 6M | +38.2% | +23.1% | +15.2% | +20.7% |
| YTD | +3.9% | +42.9% | -39.0% | -18.0% |
| 1Y | +5.7% | +41.7% | -36.0% | -16.4% |
| 3Y | +44.8% | +160.7% | -116.0% | -31.6% |
| 5Y | -19.8% | +124.2% | -144.0% | -60.7% |
| All | -14.1% | +131.2% | -145.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling