+66.6%
PPL vs GRMN
+651.6%
-585.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | 0.0% | +6.3% | -6.3% | -1.6% |
| 30D | +4.3% | +7.6% | -3.3% | +2.2% |
| 3M | +2.9% | -7.5% | +10.4% | +4.7% |
| 6M | +1.1% | +21.2% | -20.1% | -4.8% |
| YTD | +4.5% | +44.0% | -39.6% | -6.9% |
| 1Y | +0.1% | +44.7% | -44.6% | -11.0% |
| 3Y | +55.7% | +160.5% | -104.8% | +7.0% |
| 5Y | +47.6% | +124.6% | -77.0% | +5.2% |
| All | +66.6% | +651.6% | -585.0% | -15.0% |
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