+143.7%
PEG vs GRMN
+646.1%
-502.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | -2.8% | -12.1% | +9.3% | +0.3% |
| 3M | -6.9% | +18.0% | -24.9% | -11.3% |
| 6M | -11.4% | +13.7% | -25.1% | -15.0% |
| YTD | -7.4% | +35.3% | -42.7% | -15.6% |
| 1Y | -8.3% | +17.2% | -25.5% | -13.4% |
| 3Y | +31.5% | +179.6% | -148.1% | -8.8% |
| 5Y | +38.0% | +75.6% | -37.6% | +9.5% |
| All | +143.7% | +646.1% | -502.4% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling