+666.0%
GRMN vs PFGC
+292.9%
+373.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.3% | +3.9% |
| 7D | +2.0% | -4.8% | +6.8% | +2.9% |
| 30D | -8.8% | -12.5% | +3.7% | -6.6% |
| 3M | +19.0% | -9.7% | +28.7% | +21.1% |
| 6M | +20.7% | +7.0% | +13.7% | +19.0% |
| YTD | +40.5% | +4.5% | +36.0% | +38.6% |
| 1Y | +19.1% | -11.6% | +30.7% | +21.1% |
| 3Y | +182.7% | +58.5% | +124.2% | +158.3% |
| 5Y | +82.3% | +112.6% | -30.3% | +57.1% |
| All | +666.0% | +292.9% | +373.1% | +521.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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