+159.7%
GILD vs PFG
+251.1%
-91.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | +2.9% | +2.9% | +5.0% |
| 3M | +14.9% | +6.7% | +8.2% | +13.1% |
| 6M | -0.4% | +33.8% | -34.1% | -6.9% |
| YTD | +18.5% | +35.0% | -16.4% | +10.3% |
| 1Y | +25.1% | +46.4% | -21.3% | +14.1% |
| 3Y | +105.9% | +71.7% | +34.2% | +79.3% |
| 5Y | +143.0% | +113.7% | +29.3% | +99.4% |
| All | +159.7% | +251.1% | -91.4% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling