+118.3%
GAP vs PFG
+71.3%
+47.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.8% |
| 7D | +1.7% | +6.0% | -4.3% | -3.1% |
| 30D | +9.3% | +2.2% | +7.1% | +7.2% |
| 3M | +6.1% | +10.4% | -4.3% | -2.6% |
| 6M | -2.3% | +27.8% | -30.1% | -20.8% |
| YTD | -10.6% | +33.6% | -44.2% | -30.0% |
| 1Y | -4.4% | +49.3% | -53.7% | -32.0% |
| 3Y | +118.3% | +69.7% | +48.6% | +27.6% |
| All | +118.3% | +71.3% | +47.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling