+290.2%
GIS vs PFG
+1,015.3%
-725.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.3% |
| 7D | -7.8% | +5.5% | -13.4% | -8.4% |
| 30D | +6.6% | +2.4% | +4.2% | +6.2% |
| 3M | +21.0% | +13.6% | +7.4% | +19.2% |
| 6M | -9.1% | +27.9% | -37.0% | -11.6% |
| YTD | -13.6% | +35.6% | -49.2% | -16.7% |
| 1Y | -18.0% | +48.5% | -66.5% | -21.8% |
| 3Y | -33.7% | +66.9% | -100.5% | -37.9% |
| 5Y | -19.4% | +111.0% | -130.4% | -27.2% |
| 10Y | -21.3% | +244.5% | -265.7% | -34.9% |
| All | +290.2% | +1,015.3% | -725.1% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling