+380.3%
INSM vs PFG
+68.8%
+311.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +0.5% | -3.0% | +3.5% | +1.0% |
| 30D | -4.0% | +2.5% | -6.5% | -4.5% |
| 3M | +38.5% | +6.1% | +32.5% | +36.8% |
| 6M | -11.5% | +31.3% | -42.8% | -16.6% |
| YTD | -26.9% | +33.6% | -60.4% | -31.4% |
| 1Y | -12.8% | +48.5% | -61.3% | -20.2% |
| All | +380.3% | +68.8% | +311.5% | +303.1% |
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