+497.4%
PEP vs GRMN
+6,966.1%
-6,468.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +4.6% | +6.3% | -1.7% | +3.8% |
| 30D | +14.0% | +7.6% | +6.4% | +12.9% |
| 3M | +5.4% | -7.5% | +12.8% | +6.3% |
| 6M | -5.1% | +21.2% | -26.4% | -7.8% |
| YTD | +3.1% | +44.0% | -40.9% | -2.3% |
| 1Y | +4.8% | +44.7% | -40.0% | -0.8% |
| 3Y | -4.1% | +160.5% | -164.7% | -17.5% |
| 5Y | +3.0% | +124.6% | -121.7% | -10.3% |
| 10Y | +89.6% | +651.6% | -562.0% | +42.2% |
| All | +497.4% | +6,966.1% | -6,468.7% | +244.3% |
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