+441.6%
PPL vs GRMN
+6,910.7%
-6,469.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | +1.0% | +2.3% | -1.3% | +0.7% |
| 30D | +6.8% | +2.6% | +4.2% | +6.3% |
| 3M | +3.9% | -5.0% | +8.8% | +4.5% |
| 6M | -2.0% | +23.1% | -25.1% | -5.6% |
| YTD | +5.3% | +42.9% | -37.6% | -1.1% |
| 1Y | +2.2% | +41.7% | -39.5% | -4.0% |
| 3Y | +56.7% | +160.7% | -104.0% | +31.5% |
| 5Y | +49.1% | +124.2% | -75.1% | +26.9% |
| 10Y | +63.6% | +684.8% | -621.1% | +17.1% |
| All | +441.6% | +6,910.7% | -6,469.2% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling