-62.1%
GME vs PFG
+111.7%
-173.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +0.4% | +6.0% | -5.6% | -3.3% |
| 30D | -1.4% | +2.2% | -3.6% | -3.0% |
| 3M | -15.1% | +10.4% | -25.5% | -20.8% |
| 6M | -22.5% | +27.8% | -50.3% | -34.3% |
| YTD | -5.9% | +33.6% | -39.6% | -23.0% |
| 1Y | -18.6% | +49.3% | -67.9% | -38.5% |
| 3Y | +6.7% | +69.7% | -63.1% | -30.1% |
| All | -62.1% | +111.7% | -173.7% | -80.1% |
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