-17.4%
GIS vs PFG
+46.8%
-64.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +4.6% |
| 7D | +8.5% | +4.9% | +3.6% | +7.7% |
| 30D | +15.3% | +5.7% | +9.7% | +14.3% |
| 3M | +0.9% | +2.6% | -1.6% | +0.5% |
| 6M | +7.9% | +19.8% | -11.9% | +6.2% |
| YTD | -17.6% | +36.3% | -53.9% | -19.7% |
| 1Y | -17.4% | +47.9% | -65.3% | -20.7% |
| All | -17.4% | +46.8% | -64.2% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling