+3.9%
PEP vs GRMN
+76.7%
-72.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.7% | -11.3% | +12.0% | +1.9% |
| 3M | -0.5% | +17.7% | -18.2% | -2.5% |
| 6M | -11.3% | +14.2% | -25.5% | -12.9% |
| YTD | -0.6% | +37.0% | -37.6% | -4.6% |
| 1Y | +1.7% | +17.0% | -15.3% | -0.7% |
| 3Y | -12.5% | +183.2% | -195.7% | -28.5% |
| 5Y | +3.9% | +77.3% | -73.4% | -11.2% |
| All | +3.9% | +76.7% | -72.8% | -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