-17.5%
GFS vs PFG
+84.5%
-102.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +6.1% |
| 7D | +6.2% | -2.2% | +8.5% | +7.7% |
| 30D | -11.4% | +6.4% | -17.7% | -14.6% |
| 3M | -15.5% | +2.2% | -17.7% | -17.0% |
| 6M | -42.6% | +16.3% | -58.9% | -49.4% |
| YTD | +23.2% | +33.2% | -10.0% | -2.3% |
| 1Y | +23.6% | +40.6% | -17.0% | -6.1% |
| All | -17.5% | +84.5% | -102.0% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling