Is it the same 20 deg out all around? If so there should be some kind of 'zero' or 'offset' that the user can enter to get rid of it. If it's a variable error around the scale then it might be connections.. they are worth checking anyhow, esp if you have a junction box near the mast.. they will be conventional terminals and screws as opposed to the end fittings from RM on the units themselves.
Best of luck...
1984 Fast/Nicholson 345 "FastForward"
".. there is much you could do at sea with common sense.. and very little you could do without it.."
Capt G E Ericson (from "The Cruel Sea" by Nicholas Monsarrat)