-35.4%
GIS vs PFG
+67.4%
-102.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.6% | +3.2% | -11.8% | -9.0% |
| 30D | -0.5% | +0.9% | -1.4% | -0.6% |
| 3M | +11.9% | +7.7% | +4.2% | +10.8% |
| 6M | -11.6% | +29.0% | -40.5% | -14.3% |
| YTD | -16.3% | +32.5% | -48.8% | -19.3% |
| 1Y | -21.8% | +47.3% | -69.1% | -25.7% |
| All | -35.4% | +67.4% | -102.8% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling