-8.6%
GAP vs PFG
+47.8%
-56.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.0% |
| 7D | -3.2% | +3.2% | -6.4% | -5.2% |
| 30D | -0.7% | +0.9% | -1.6% | -1.4% |
| 3M | -0.5% | +7.7% | -8.2% | -5.8% |
| 6M | -5.0% | +29.0% | -33.9% | -21.5% |
| YTD | -14.7% | +32.5% | -47.1% | -29.9% |
| 1Y | -8.6% | +47.3% | -56.0% | -31.2% |
| All | -8.6% | +47.8% | -56.4% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling