-28.2%
GPN vs PFG
+67.4%
-95.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | -6.2% | +3.2% | -9.5% | -8.6% |
| 30D | +1.0% | +0.9% | +0.1% | +0.1% |
| 3M | +36.9% | +7.7% | +29.2% | +29.0% |
| 6M | +16.8% | +29.0% | -12.2% | -3.5% |
| YTD | +13.2% | +32.5% | -19.2% | -8.4% |
| 1Y | +1.4% | +47.3% | -45.9% | -24.4% |
| All | -28.2% | +67.4% | -95.6% | -51.8% |
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 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