+304.1%
PBF vs GRMN
+988.2%
-684.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.0% |
| 7D | -4.0% | +1.7% | -5.6% | -4.6% |
| 30D | -18.0% | +10.2% | -28.2% | -21.6% |
| 3M | +0.9% | -4.7% | +5.6% | +2.4% |
| 6M | +65.7% | +22.3% | +43.4% | +48.7% |
| YTD | +161.9% | +46.7% | +115.2% | +110.4% |
| 1Y | +77.8% | +49.6% | +28.1% | +41.3% |
| 3Y | +74.9% | +165.3% | -90.4% | -2.9% |
| 5Y | +423.4% | +130.3% | +293.1% | +206.8% |
| 10Y | +255.2% | +658.0% | -402.8% | +23.6% |
| All | +304.1% | +988.2% | -684.1% | +27.3% |
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