+56.0%
PBF vs GRMN
+182.7%
-126.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +24.9% | -11.3% | +36.2% | +27.1% |
| 3M | +81.9% | +17.7% | +64.1% | +76.9% |
| 6M | +79.4% | +14.2% | +65.2% | +74.4% |
| YTD | +188.3% | +37.0% | +151.3% | +166.3% |
| 1Y | +177.3% | +17.0% | +160.3% | +166.0% |
| 3Y | +56.0% | +183.2% | -127.2% | +26.8% |
| All | +56.0% | +182.7% | -126.7% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling