+1,909.2%
PBR vs GRMN
+6,622.3%
-4,713.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +19.4% | -11.3% | +30.7% | +24.6% |
| 3M | +20.8% | +17.7% | +3.1% | +12.6% |
| 6M | +23.5% | +14.2% | +9.3% | +15.6% |
| YTD | +83.4% | +37.0% | +46.4% | +59.5% |
| 1Y | +77.6% | +17.0% | +60.6% | +62.7% |
| 3Y | +99.9% | +183.2% | -83.3% | +23.4% |
| 5Y | +567.7% | +77.3% | +490.5% | +383.6% |
| 10Y | +621.5% | +630.9% | -9.4% | +209.9% |
| All | +1,909.2% | +6,622.3% | -4,713.1% | +346.2% |
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