+334.9%
PBF vs GRMN
+646.1%
-311.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | +11.6% | -12.1% | +23.7% | +18.8% |
| 3M | +81.7% | +18.0% | +63.7% | +64.8% |
| 6M | +96.4% | +13.7% | +82.7% | +78.0% |
| YTD | +189.5% | +35.3% | +154.2% | +134.8% |
| 1Y | +180.7% | +17.2% | +163.5% | +144.3% |
| 3Y | +56.6% | +179.6% | -123.0% | -29.4% |
| 5Y | +802.0% | +75.6% | +726.4% | +483.8% |
| All | +334.9% | +646.1% | -311.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling