+187.3%
GAP vs PFG
+1,015.3%
-828.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -4.5% | +5.5% | -10.0% | -6.7% |
| 30D | +9.0% | +2.4% | +6.7% | +7.9% |
| 3M | +5.0% | +13.6% | -8.6% | -0.7% |
| 6M | -17.8% | +27.9% | -45.7% | -26.0% |
| YTD | -10.4% | +35.6% | -45.9% | -21.1% |
| 1Y | -3.4% | +48.5% | -51.8% | -18.1% |
| 3Y | +111.5% | +66.9% | +44.6% | +72.2% |
| 5Y | +8.8% | +111.0% | -102.1% | -18.3% |
| 10Y | +32.9% | +244.5% | -211.6% | -13.9% |
| All | +187.3% | +1,015.3% | -828.0% | +4.0% |
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