+798.2%
PEG vs GRMN
+6,655.2%
-5,857.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.1% |
| 30D | -2.4% | -8.4% | +6.0% | -1.1% |
| 3M | -4.8% | +15.0% | -19.8% | -7.2% |
| 6M | -10.7% | +11.2% | -21.9% | -12.7% |
| YTD | -6.7% | +37.7% | -44.4% | -12.0% |
| 1Y | -6.8% | +18.5% | -25.3% | -10.2% |
| 3Y | +34.5% | +175.8% | -141.3% | +11.4% |
| 5Y | +35.8% | +75.1% | -39.3% | +19.6% |
| 10Y | +141.7% | +637.0% | -495.3% | +71.7% |
| All | +798.2% | +6,655.2% | -5,857.0% | +396.5% |
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 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