+146.0%
PM vs GRMN
+160.2%
-14.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -5.2% | +4.7% | -10.0% | -5.3% |
| 30D | +2.7% | +3.4% | -0.7% | +2.6% |
| 3M | +6.1% | -5.0% | +11.2% | +6.2% |
| 6M | +18.0% | +18.6% | -0.6% | +17.3% |
| YTD | +26.6% | +42.5% | -15.9% | +25.4% |
| 1Y | +36.7% | +42.3% | -5.6% | +35.4% |
| 3Y | +146.0% | +158.5% | -12.5% | +127.8% |
| All | +146.0% | +160.2% | -14.2% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling