-23.5%
GFS vs PFG
+95.0%
-118.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | +17.2% | +0.1% | +17.1% | +17.0% |
| 30D | -8.7% | +5.0% | -13.7% | -11.8% |
| 3M | -19.7% | +0.1% | -19.7% | -20.2% |
| 6M | -40.7% | +13.8% | -54.5% | -47.1% |
| YTD | +22.5% | +31.2% | -8.7% | -1.8% |
| 1Y | +25.2% | +37.1% | -11.8% | -2.9% |
| 3Y | -17.7% | +80.6% | -98.3% | -48.7% |
| 5Y | -23.5% | +93.7% | -117.2% | -56.4% |
| All | -23.5% | +95.0% | -118.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling