+25.3%
GPN vs PFG
+251.1%
-225.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.9% |
| 7D | -4.6% | -0.4% | -4.2% | -4.3% |
| 30D | -0.3% | +2.9% | -3.2% | -2.2% |
| 3M | +35.4% | +6.7% | +28.7% | +29.8% |
| 6M | +21.7% | +33.8% | -12.1% | +1.8% |
| YTD | +14.9% | +35.0% | -20.1% | -4.5% |
| 1Y | +3.2% | +46.4% | -43.2% | -18.5% |
| 3Y | -27.1% | +71.7% | -98.8% | -47.8% |
| 5Y | -44.4% | +113.7% | -158.1% | -65.3% |
| All | +25.3% | +251.1% | -225.7% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling