+183.5%
GAP vs PFG
+1,008.7%
-825.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.1% | +3.0% | -3.0% | -1.1% |
| 30D | -5.4% | +8.2% | -13.6% | -8.3% |
| 3M | +2.9% | +2.7% | +0.2% | +1.7% |
| 6M | -4.4% | +17.2% | -21.6% | -10.7% |
| YTD | -11.6% | +34.8% | -46.3% | -22.0% |
| 1Y | -6.0% | +43.6% | -49.6% | -19.2% |
| 3Y | +78.0% | +85.4% | -7.4% | +39.0% |
| 5Y | +8.5% | +102.2% | -93.7% | -17.3% |
| 10Y | +8.6% | +190.2% | -181.6% | -26.1% |
| All | +183.5% | +1,008.7% | -825.2% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling