+406.9%
INSM vs PFG
+82.7%
+324.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +5.9% | +2.4% | +3.5% | +5.4% |
| 30D | +23.9% | +5.9% | +18.0% | +22.7% |
| 3M | -4.1% | -0.4% | -3.6% | -4.2% |
| 6M | +2.7% | +14.8% | -12.2% | -0.3% |
| YTD | -30.4% | +31.9% | -62.3% | -34.3% |
| 1Y | -36.6% | +38.8% | -75.4% | -40.7% |
| 3Y | +406.9% | +82.4% | +324.6% | +281.8% |
| All | +406.9% | +82.7% | +324.3% | +281.8% |
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