+17.7%
GFS vs PFG
+46.8%
-29.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.1% | -10.1% | -6.4% |
| 7D | -12.5% | +4.9% | -17.4% | -12.9% |
| 30D | -16.9% | +5.7% | -22.6% | -17.4% |
| 3M | -22.3% | +2.6% | -24.8% | -22.6% |
| 6M | -40.2% | +19.8% | -60.0% | -44.4% |
| YTD | +16.0% | +36.3% | -20.3% | -0.6% |
| 1Y | +17.7% | +47.9% | -30.2% | -1.7% |
| All | +17.7% | +46.8% | -29.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling