-23.4%
PPG vs GRMN
+74.2%
-97.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.1% | -1.8% | -3.4% | -4.5% |
| 30D | -9.6% | -12.1% | +2.5% | -5.1% |
| 3M | -6.4% | +18.0% | -24.4% | -13.4% |
| 6M | +0.5% | +13.7% | -13.2% | -5.6% |
| YTD | +4.4% | +35.3% | -30.9% | -9.0% |
| 1Y | -0.9% | +17.2% | -18.2% | -8.7% |
| 3Y | -17.0% | +179.6% | -196.6% | -53.4% |
| All | -23.4% | +74.2% | -97.6% | -53.2% |
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