-19.4%
GFS vs PFG
+67.7%
-87.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.5% |
| 7D | +1.0% | +5.5% | -4.5% | -2.5% |
| 30D | -8.6% | +2.4% | -11.0% | -10.2% |
| 3M | -46.5% | +13.6% | -60.1% | -51.7% |
| 6M | -4.8% | +27.9% | -32.7% | -21.2% |
| YTD | +29.7% | +35.6% | -5.9% | +2.2% |
| 1Y | +35.8% | +48.5% | -12.6% | -0.3% |
| All | -19.4% | +67.7% | -87.0% | -48.4% |
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