+1,208.6%
GPN vs PFG
+999.6%
+209.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | -0.7% | +6.0% | -6.7% | -2.7% |
| 30D | +3.8% | +2.2% | +1.6% | +3.0% |
| 3M | +39.2% | +10.4% | +28.8% | +34.5% |
| 6M | +17.9% | +27.8% | -9.9% | +8.8% |
| YTD | +16.4% | +33.6% | -17.3% | +5.8% |
| 1Y | +3.6% | +49.3% | -45.7% | -9.2% |
| 3Y | -26.7% | +69.7% | -96.4% | -38.1% |
| 5Y | -44.8% | +111.3% | -156.1% | -56.3% |
| 10Y | +24.1% | +240.3% | -216.1% | -16.9% |
| All | +1,208.6% | +999.6% | +209.0% | +418.4% |
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 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