+3.3%
PEP vs GRMN
+122.9%
-119.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +6.7% | +2.3% | +4.4% | +6.4% |
| 30D | +13.5% | +2.6% | +10.9% | +13.1% |
| 3M | +3.9% | -5.0% | +8.9% | +4.4% |
| 6M | -6.0% | +23.1% | -29.1% | -8.5% |
| YTD | +2.5% | +42.9% | -40.4% | -2.3% |
| 1Y | +3.9% | +41.7% | -37.7% | -0.8% |
| 3Y | -4.7% | +160.7% | -165.4% | -21.0% |
| All | +3.3% | +122.9% | -119.5% | -11.2% |
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