+75.6%
GRMN vs PFGC
+105.5%
-30.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -1.8% | -4.8% | +3.0% | -0.3% |
| 30D | -12.1% | -17.2% | +5.1% | -7.0% |
| 3M | +18.0% | -6.3% | +24.3% | +20.2% |
| 6M | +13.7% | +8.8% | +4.9% | +10.3% |
| YTD | +35.3% | +4.9% | +30.4% | +31.7% |
| 1Y | +17.2% | -9.5% | +26.7% | +19.6% |
| 3Y | +179.6% | +59.6% | +120.0% | +135.8% |
| 5Y | +75.6% | +113.5% | -38.0% | +33.9% |
| All | +75.6% | +105.5% | -30.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling