+1,032.6%
GME vs PFG
+818.2%
+214.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.2% |
| 7D | +7.2% | +5.5% | +1.7% | +5.1% |
| 30D | +0.8% | +2.4% | -1.6% | -0.2% |
| 3M | -14.0% | +13.6% | -27.5% | -18.0% |
| 6M | -19.7% | +27.9% | -47.6% | -26.7% |
| YTD | -4.6% | +35.6% | -40.1% | -14.8% |
| 1Y | -14.3% | +48.5% | -62.8% | -26.1% |
| 3Y | +4.0% | +66.9% | -62.8% | -14.6% |
| 5Y | -62.2% | +111.0% | -173.2% | -71.0% |
| 10Y | +241.4% | +244.5% | -3.1% | +114.0% |
| All | +1,032.6% | +818.2% | +214.4% | +257.1% |
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 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