+186.9%
GAP vs PFG
+1,003.0%
-816.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.8% |
| 7D | 0.0% | +2.3% | -2.2% | -0.7% |
| 30D | -4.3% | +7.6% | -11.9% | -7.0% |
| 3M | +9.4% | +2.5% | +6.9% | +8.2% |
| 6M | -3.3% | +16.6% | -19.9% | -9.5% |
| YTD | -10.5% | +34.1% | -44.6% | -20.9% |
| 1Y | -2.4% | +44.1% | -46.4% | -16.2% |
| 3Y | +80.1% | +86.3% | -6.2% | +40.4% |
| 5Y | +6.5% | +101.6% | -95.1% | -18.7% |
| 10Y | +14.6% | +197.9% | -183.3% | -22.5% |
| All | +186.9% | +1,003.0% | -816.1% | +4.3% |
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