+3,694.9%
PSA vs GRMN
+6,828.2%
-3,133.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -1.4% | -0.9% | -0.6% | -1.2% |
| 30D | +15.2% | +1.2% | +14.0% | +14.8% |
| 3M | +2.2% | -8.9% | +11.1% | +4.3% |
| 6M | +11.7% | +23.0% | -11.3% | +5.4% |
| YTD | +32.0% | +41.2% | -9.2% | +20.2% |
| 1Y | +26.3% | +47.5% | -21.2% | +13.7% |
| 3Y | +52.4% | +155.8% | -103.4% | +17.0% |
| 5Y | +26.3% | +120.2% | -93.9% | -0.4% |
| 10Y | +132.3% | +629.9% | -497.6% | +34.0% |
| All | +3,694.9% | +6,828.2% | -3,133.4% | +1,460.6% |
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