+12.2%
GAP vs PFG
+110.7%
-98.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.9% |
| 7D | +1.7% | +6.0% | -4.3% | -3.2% |
| 30D | +9.3% | +2.2% | +7.1% | +7.1% |
| 3M | +6.1% | +10.4% | -4.3% | -2.8% |
| 6M | -2.3% | +27.8% | -30.1% | -21.0% |
| YTD | -10.6% | +33.6% | -44.2% | -30.2% |
| 1Y | -4.4% | +49.3% | -53.7% | -32.1% |
| 3Y | +118.3% | +69.7% | +48.6% | +37.8% |
| 5Y | +12.2% | +111.3% | -99.2% | -40.6% |
| All | +12.2% | +110.7% | -98.5% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling