+60.2%
PPL vs GRMN
+668.8%
-608.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.4% | +4.7% | -4.3% | -0.8% |
| 30D | +5.4% | +3.4% | +2.0% | +4.4% |
| 3M | +4.3% | -5.0% | +9.3% | +5.3% |
| 6M | -1.3% | +18.6% | -19.9% | -6.5% |
| YTD | +4.7% | +42.5% | -37.8% | -6.4% |
| 1Y | +1.3% | +42.3% | -41.1% | -9.5% |
| 3Y | +57.2% | +158.5% | -101.2% | +8.3% |
| 5Y | +48.2% | +123.6% | -75.3% | +5.8% |
| All | +60.2% | +668.8% | -608.5% | -16.8% |
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 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