+77.8%
PBF vs GRMN
+47.1%
+30.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +6.1% |
| 7D | -4.0% | +1.7% | -5.6% | -3.7% |
| 30D | -18.0% | +10.2% | -28.2% | -16.2% |
| 3M | +0.9% | -4.7% | +5.6% | +0.2% |
| 6M | +65.7% | +22.3% | +43.4% | +76.8% |
| YTD | +161.9% | +46.7% | +115.2% | +177.3% |
| 1Y | +77.8% | +49.6% | +28.1% | +83.7% |
| All | +77.8% | +47.1% | +30.7% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling