-4.7%
PEG vs GRMN
+44.3%
-49.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +4.5% | -0.9% | +5.4% | +4.5% |
| 30D | +7.5% | +1.2% | +6.4% | +7.6% |
| 3M | +0.8% | -8.9% | +9.8% | +0.6% |
| 6M | 0.0% | +23.0% | -23.0% | +0.3% |
| YTD | -3.0% | +41.2% | -44.3% | -2.1% |
| 1Y | -4.7% | +47.5% | -52.2% | -4.5% |
| All | -4.7% | +44.3% | -49.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling