+116.8%
GRMN vs PENG
+56.5%
+60.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.5% |
| 7D | -0.9% | +13.2% | -14.1% | -2.3% |
| 30D | +1.2% | -29.9% | +31.1% | +4.3% |
| 3M | -8.9% | -22.2% | +13.3% | -8.1% |
| 6M | +23.0% | -1.9% | +24.9% | +15.8% |
| YTD | +41.2% | +142.1% | -100.9% | +12.0% |
| 1Y | +47.5% | +151.5% | -104.0% | +16.1% |
| 3Y | +155.8% | +206.9% | -51.2% | +83.2% |
| All | +116.8% | +56.5% | +60.3% | +54.7% |
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