+833.7%
INSM vs PFG
+251.1%
+582.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | -2.2% | +2.9% | -5.1% | -3.7% |
| 3M | +33.8% | +6.7% | +27.1% | +29.1% |
| 6M | -7.2% | +33.8% | -40.9% | -19.7% |
| YTD | -25.6% | +35.0% | -60.6% | -36.3% |
| 1Y | -11.2% | +46.4% | -57.6% | -27.2% |
| 3Y | +388.3% | +71.7% | +316.7% | +258.9% |
| 5Y | +376.6% | +113.7% | +263.0% | +202.2% |
| All | +833.7% | +251.1% | +582.6% | +252.4% |
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 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