+55.1%
PPL vs GRMN
+634.0%
-578.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -2.9% | +5.5% | +3.4% |
| 30D | +0.5% | -8.4% | +8.9% | +2.7% |
| 3M | +0.7% | +15.0% | -14.3% | -3.6% |
| 6M | -7.6% | +11.2% | -18.8% | -11.0% |
| YTD | +1.8% | +37.7% | -35.9% | -8.0% |
| 1Y | -0.8% | +18.5% | -19.2% | -6.8% |
| 3Y | +56.9% | +175.8% | -118.9% | +4.9% |
| 5Y | +39.5% | +75.1% | -35.6% | +9.4% |
| All | +55.1% | +634.0% | -578.9% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling