+19.1%
GRMN vs PFGC
-10.1%
+29.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.7% |
| 3M | +19.0% | -9.7% | +28.7% | +21.3% |
| 6M | +20.7% | +7.0% | +13.7% | +19.3% |
| YTD | +40.5% | +4.5% | +36.0% | +38.3% |
| 1Y | +19.1% | -11.6% | +30.7% | +19.4% |
| All | +19.1% | -10.1% | +29.2% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling