+330.8%
PBF vs GRMN
+921.6%
-590.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +4.3% | -2.9% | +7.2% | +5.5% |
| 30D | +22.0% | -8.4% | +30.4% | +26.6% |
| 3M | +74.5% | +15.0% | +59.5% | +62.1% |
| 6M | +67.7% | +11.2% | +56.5% | +55.6% |
| YTD | +179.2% | +37.7% | +141.5% | +131.9% |
| 1Y | +170.0% | +18.5% | +151.5% | +139.0% |
| 3Y | +66.4% | +175.8% | -109.4% | -10.2% |
| 5Y | +764.5% | +75.1% | +689.4% | +493.6% |
| 10Y | +358.5% | +637.0% | -278.5% | +63.6% |
| All | +330.8% | +921.6% | -590.9% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling