+637.6%
GRMN vs PFG
+247.4%
+390.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -0.6% |
| 30D | -12.1% | +2.5% | -14.6% | -13.1% |
| 3M | +18.0% | +6.1% | +11.9% | +14.8% |
| 6M | +13.7% | +31.3% | -17.6% | +1.2% |
| YTD | +35.3% | +33.6% | +1.7% | +19.4% |
| 1Y | +17.2% | +48.5% | -31.3% | -1.2% |
| 3Y | +179.6% | +69.6% | +110.0% | +122.4% |
| 5Y | +75.6% | +111.5% | -35.9% | +26.4% |
| All | +637.6% | +247.4% | +390.2% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling