-19.7%
PFE vs GRMN
+117.6%
-137.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | +4.7% | -8.4% | -4.5% |
| 30D | +5.0% | +3.4% | +1.6% | +4.3% |
| 3M | +12.2% | -5.0% | +17.2% | +13.0% |
| 6M | +14.6% | +18.6% | -4.0% | +10.7% |
| YTD | +24.1% | +42.5% | -18.4% | +15.4% |
| 1Y | +26.6% | +42.3% | -15.7% | +17.7% |
| 3Y | +14.3% | +158.5% | -144.2% | -7.0% |
| All | -19.7% | +117.6% | -137.3% | -43.5% |
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