+35.6%
PEG vs GRMN
+75.7%
-40.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -0.1% | -1.4% | +1.3% | +0.1% |
| 30D | -1.7% | -13.1% | +11.3% | +0.5% |
| 3M | -6.8% | +14.9% | -21.7% | -9.4% |
| 6M | -11.4% | +13.1% | -24.5% | -13.7% |
| YTD | -7.2% | +35.3% | -42.5% | -13.1% |
| 1Y | -6.1% | +16.0% | -22.1% | -9.5% |
| 3Y | +31.8% | +179.6% | -147.8% | -0.9% |
| 5Y | +35.6% | +75.0% | -39.4% | +0.4% |
| All | +35.6% | +75.7% | -40.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling