+801.9%
PBF vs GRMN
+75.7%
+726.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | +15.8% | -13.1% | +28.9% | +18.6% |
| 3M | +90.3% | +14.9% | +75.3% | +85.0% |
| 6M | +102.8% | +13.1% | +89.7% | +96.5% |
| YTD | +187.3% | +35.3% | +152.0% | +165.4% |
| 1Y | +161.8% | +16.0% | +145.9% | +150.4% |
| 3Y | +55.5% | +179.6% | -124.1% | +21.9% |
| 5Y | +801.9% | +75.0% | +726.9% | +671.6% |
| All | +801.9% | +75.7% | +726.2% | +671.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling