+102.6%
PBR vs GRMN
+190.9%
-88.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.1% | -1.2% |
| 7D | +5.4% | +2.4% | +2.9% | +5.2% |
| 30D | +22.9% | -8.5% | +31.3% | +23.8% |
| 3M | +19.6% | +19.5% | +0.2% | +17.5% |
| 6M | +16.5% | +21.2% | -4.7% | +14.0% |
| YTD | +86.7% | +41.0% | +45.6% | +79.5% |
| 1Y | +74.7% | +19.6% | +55.1% | +71.1% |
| 3Y | +102.6% | +183.8% | -81.2% | +72.8% |
| All | +102.6% | +190.9% | -88.4% | +72.8% |
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