+76.7%
GRMN vs PENG
+115.2%
-38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.9% |
| 7D | -2.9% | +4.5% | -7.4% | -3.4% |
| 30D | -8.4% | -7.1% | -1.3% | -7.7% |
| 3M | +15.0% | -27.3% | +42.3% | +17.2% |
| 6M | +11.2% | +169.6% | -158.4% | -10.0% |
| YTD | +37.7% | +164.6% | -126.9% | +11.3% |
| 1Y | +18.5% | +109.5% | -91.0% | -1.2% |
| 3Y | +175.8% | +98.9% | +76.9% | +116.8% |
| All | +76.7% | +115.2% | -38.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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