+46.3%
PPL vs GRMN
+126.9%
-80.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | -1.0% | +1.7% | -2.6% | -1.2% |
| 30D | +3.0% | +10.2% | -7.2% | +1.6% |
| 3M | +1.1% | -4.7% | +5.8% | +1.7% |
| 6M | -0.8% | +22.3% | -23.0% | -4.2% |
| YTD | +3.5% | +46.7% | -43.2% | -3.4% |
| 1Y | -0.9% | +49.6% | -50.6% | -7.9% |
| 3Y | +54.2% | +165.3% | -111.1% | +19.0% |
| 5Y | +46.3% | +130.3% | -84.0% | +9.9% |
| All | +46.3% | +126.9% | -80.6% | +9.9% |
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