+29.6%
GAP vs PFG
+239.8%
-210.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.8% |
| 7D | -3.2% | +3.2% | -6.4% | -6.1% |
| 30D | -0.7% | +0.9% | -1.6% | -1.9% |
| 3M | -0.5% | +7.7% | -8.2% | -7.5% |
| 6M | -5.0% | +29.0% | -33.9% | -24.8% |
| YTD | -14.7% | +32.5% | -47.1% | -34.0% |
| 1Y | -8.6% | +47.3% | -56.0% | -35.8% |
| 3Y | +108.4% | +68.2% | +40.1% | +29.0% |
| 5Y | +5.8% | +108.5% | -102.7% | -46.9% |
| 10Y | +29.6% | +241.4% | -211.7% | -61.2% |
| All | +29.6% | +239.8% | -210.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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