-12.6%
GPN vs PFG
+82.7%
-95.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.9% |
| 7D | -5.6% | +2.4% | -8.0% | -7.0% |
| 30D | +13.6% | +5.9% | +7.7% | +8.9% |
| 3M | -2.8% | -0.4% | -2.4% | -3.1% |
| 6M | +38.1% | +14.8% | +23.2% | +23.6% |
| YTD | +19.9% | +31.9% | -12.0% | -3.3% |
| 1Y | +23.4% | +38.8% | -15.4% | -4.2% |
| 3Y | -12.6% | +82.4% | -95.0% | -44.4% |
| All | -12.6% | +82.7% | -95.3% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling