+167.5%
PEG vs GRMN
+628.7%
-461.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | +7.5% | +1.2% | +6.4% | +7.1% |
| 3M | +0.8% | -8.9% | +9.8% | +2.8% |
| 6M | 0.0% | +23.0% | -23.0% | -5.9% |
| YTD | -3.0% | +41.2% | -44.3% | -12.8% |
| 1Y | -4.7% | +47.5% | -52.2% | -15.4% |
| 3Y | +36.5% | +155.8% | -119.3% | -2.3% |
| 5Y | +44.4% | +120.2% | -75.8% | +6.3% |
| All | +167.5% | +628.7% | -461.2% | +50.8% |
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 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