+86.5%
PFE vs GRMN
+6,655.2%
-6,568.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | -2.9% | +4.6% | +2.2% |
| 30D | +10.2% | -8.4% | +18.7% | +11.7% |
| 3M | +12.7% | +15.0% | -2.3% | +9.8% |
| 6M | +10.5% | +11.2% | -0.7% | +8.1% |
| YTD | +20.2% | +37.7% | -17.5% | +13.5% |
| 1Y | +24.1% | +18.5% | +5.6% | +19.8% |
| 3Y | -3.6% | +175.8% | -179.4% | -19.6% |
| 5Y | -20.9% | +75.1% | -96.0% | -29.9% |
| 10Y | +35.8% | +637.0% | -601.2% | -3.3% |
| All | +86.5% | +6,655.2% | -6,568.7% | -3.1% |
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