-34.7%
GFS vs PFG
+91.4%
-126.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +7.3% |
| 7D | -7.8% | -0.6% | -7.2% | -7.6% |
| 30D | -19.7% | +2.0% | -21.7% | -20.8% |
| 3M | -23.1% | -3.2% | -20.0% | -22.0% |
| 6M | -46.4% | +10.9% | -57.3% | -51.3% |
| YTD | +11.0% | +28.8% | -17.8% | -9.9% |
| 1Y | +12.6% | +39.2% | -26.5% | -13.7% |
| 3Y | -24.9% | +75.0% | -100.0% | -52.2% |
| All | -34.7% | +91.4% | -126.1% | -62.3% |
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 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