-1.1%
GAP vs PFG
+184.0%
-185.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.3% |
| 7D | -1.9% | +2.4% | -4.3% | -3.9% |
| 30D | -7.1% | +5.9% | -12.9% | -11.4% |
| 3M | +4.1% | -0.4% | +4.6% | +3.9% |
| 6M | +1.9% | +14.8% | -12.9% | -10.7% |
| YTD | -15.2% | +31.9% | -47.1% | -34.3% |
| 1Y | -10.6% | +38.8% | -49.4% | -33.9% |
| 3Y | +74.6% | +82.4% | -7.8% | +0.5% |
| 5Y | +3.7% | +94.7% | -91.0% | -44.8% |
| All | -1.1% | +184.0% | -185.1% | -68.7% |
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