+819.9%
PEG vs GRMN
+6,905.4%
-6,085.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +6.1% | +3.5% | +2.6% | +5.5% |
| 3M | -0.5% | -7.3% | +6.8% | +0.5% |
| 6M | -3.2% | +21.8% | -24.9% | -6.7% |
| YTD | -4.4% | +42.8% | -47.2% | -10.6% |
| 1Y | -7.4% | +46.5% | -53.9% | -13.7% |
| 3Y | +33.9% | +158.3% | -124.3% | +12.0% |
| 5Y | +42.3% | +122.6% | -80.3% | +20.8% |
| 10Y | +166.4% | +638.0% | -471.7% | +88.7% |
| All | +819.9% | +6,905.4% | -6,085.4% | +404.8% |
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 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