+423.8%
PPL vs GRMN
+6,655.2%
-6,231.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -2.9% | +5.5% | +3.1% |
| 30D | +0.5% | -8.4% | +8.9% | +1.8% |
| 3M | +0.7% | +15.0% | -14.3% | -1.8% |
| 6M | -7.6% | +11.2% | -18.8% | -9.5% |
| YTD | +1.8% | +37.7% | -35.9% | -3.7% |
| 1Y | -0.8% | +18.5% | -19.2% | -4.2% |
| 3Y | +56.9% | +175.8% | -118.9% | +30.5% |
| 5Y | +39.5% | +75.1% | -35.6% | +23.3% |
| 10Y | +55.4% | +637.0% | -581.6% | +12.4% |
| All | +423.8% | +6,655.2% | -6,231.4% | +223.2% |
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