+472.5%
PEP vs GRMN
+6,655.2%
-6,182.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | -2.9% | +1.5% | -1.0% |
| 30D | +0.2% | -8.4% | +8.7% | +1.3% |
| 3M | -1.1% | +15.0% | -16.1% | -3.1% |
| 6M | -13.5% | +11.2% | -24.7% | -15.0% |
| YTD | -1.2% | +37.7% | -38.9% | -5.8% |
| 1Y | -1.6% | +18.5% | -20.0% | -4.4% |
| 3Y | -12.5% | +175.8% | -188.3% | -25.3% |
| 5Y | +3.0% | +75.1% | -72.1% | -7.3% |
| 10Y | +73.9% | +637.0% | -563.1% | +31.0% |
| All | +472.5% | +6,655.2% | -6,182.7% | +232.2% |
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 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