+172.2%
GRMN vs PFG
+67.4%
+104.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -1.4% | +3.2% | -4.6% | -3.1% |
| 30D | -13.1% | +0.9% | -14.0% | -13.6% |
| 3M | +14.9% | +7.7% | +7.2% | +10.0% |
| 6M | +13.1% | +29.0% | -15.8% | -2.0% |
| YTD | +35.3% | +32.5% | +2.8% | +15.2% |
| 1Y | +16.0% | +47.3% | -31.3% | -7.2% |
| All | +172.2% | +67.4% | +104.8% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling