-20.8%
GIS vs PFG
+247.4%
-268.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.1% |
| 7D | -8.4% | -3.0% | -5.4% | -8.1% |
| 30D | -5.2% | +2.5% | -7.7% | -5.5% |
| 3M | +8.2% | +6.1% | +2.1% | +7.4% |
| 6M | -12.0% | +31.3% | -43.3% | -14.7% |
| YTD | -18.9% | +33.6% | -52.4% | -21.5% |
| 1Y | -23.6% | +48.5% | -72.1% | -27.0% |
| 3Y | -37.6% | +69.6% | -107.2% | -41.6% |
| 5Y | -25.2% | +111.5% | -136.7% | -32.3% |
| All | -20.8% | +247.4% | -268.3% | -34.9% |
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