+32.9%
PFE vs GRMN
+633.1%
-600.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | +3.8% | -11.3% | +15.2% | +6.8% |
| 3M | +10.4% | +17.7% | -7.3% | +5.4% |
| 6M | +6.3% | +14.2% | -7.9% | +2.0% |
| YTD | +17.4% | +37.0% | -19.7% | +7.1% |
| 1Y | +21.1% | +17.0% | +4.1% | +14.9% |
| 3Y | -1.6% | +183.2% | -184.8% | -29.6% |
| 5Y | -22.2% | +77.3% | -99.4% | -36.5% |
| 10Y | +32.9% | +630.9% | -598.0% | -30.9% |
| All | +32.9% | +633.1% | -600.3% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling