+250.9%
PBF vs GRMN
+628.7%
-377.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +6.5% | -0.9% | +7.3% | +6.9% |
| 30D | -20.0% | +1.2% | -21.2% | -20.8% |
| 3M | -3.3% | -8.9% | +5.6% | +0.3% |
| 6M | +76.8% | +23.0% | +53.8% | +55.6% |
| YTD | +168.9% | +41.2% | +127.7% | +112.7% |
| 1Y | +96.4% | +47.5% | +48.9% | +51.2% |
| 3Y | +77.2% | +155.8% | -78.5% | -12.8% |
| 5Y | +417.7% | +120.2% | +297.6% | +180.2% |
| All | +250.9% | +628.7% | -377.8% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling