+3.7%
PEP vs GRMN
+40.7%
-37.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.8% | +3.4% |
| 7D | +7.4% | +6.1% | +1.3% | +7.0% |
| 30D | +13.3% | +1.3% | +12.1% | +13.2% |
| 3M | +3.5% | -5.6% | +9.0% | +3.5% |
| 6M | -5.9% | +22.2% | -28.1% | -6.7% |
| YTD | +2.3% | +44.3% | -42.0% | +2.2% |
| 1Y | +3.7% | +43.1% | -39.4% | +3.4% |
| All | +3.7% | +40.7% | -37.0% | +3.4% |
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 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