-22.9%
GIS vs PFG
+109.8%
-132.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.6% | +3.2% | -11.8% | -8.9% |
| 30D | -0.5% | +0.9% | -1.4% | -0.6% |
| 3M | +11.9% | +7.7% | +4.2% | +10.9% |
| 6M | -11.6% | +29.0% | -40.5% | -14.1% |
| YTD | -16.3% | +32.5% | -48.8% | -19.1% |
| 1Y | -21.8% | +47.3% | -69.1% | -25.3% |
| 3Y | -35.7% | +68.2% | -103.9% | -39.9% |
| 5Y | -22.9% | +108.5% | -131.3% | -30.8% |
| All | -22.9% | +109.8% | -132.7% | -30.8% |
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