+1,410.3%
GME vs PFG
+802.5%
+607.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +1.6% | -2.2% | +3.9% | +2.4% |
| 30D | -6.2% | +6.4% | -12.5% | -8.2% |
| 3M | +35.8% | +2.2% | +33.5% | +34.2% |
| 6M | +10.3% | +16.3% | -6.0% | +3.8% |
| YTD | +27.2% | +33.2% | -6.0% | +14.1% |
| 1Y | +19.1% | +40.6% | -21.5% | +4.7% |
| 3Y | +103.7% | +83.3% | +20.4% | +61.4% |
| 5Y | -50.0% | +97.7% | -147.7% | -61.0% |
| 10Y | +471.4% | +189.9% | +281.6% | +276.2% |
| All | +1,410.3% | +802.5% | +607.8% | +377.8% |
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 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