+92.7%
PFE vs GRMN
+6,890.4%
-6,797.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | +4.7% | -8.4% | -4.4% |
| 30D | +5.0% | +3.4% | +1.6% | +4.4% |
| 3M | +12.2% | -5.0% | +17.2% | +13.0% |
| 6M | +14.6% | +18.6% | -4.0% | +11.0% |
| YTD | +24.1% | +42.5% | -18.4% | +16.5% |
| 1Y | +26.6% | +42.3% | -15.7% | +18.8% |
| 3Y | +14.3% | +158.5% | -144.2% | -3.7% |
| 5Y | -21.9% | +123.6% | -145.5% | -33.4% |
| 10Y | +62.6% | +682.5% | -619.9% | +14.7% |
| All | +92.7% | +6,890.4% | -6,797.7% | -0.5% |
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 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