+205.2%
INSM vs PFG
+985.4%
-780.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +5.9% | +2.4% | +3.5% | +5.3% |
| 30D | +23.9% | +5.9% | +18.0% | +22.1% |
| 3M | -4.1% | -0.4% | -3.6% | -4.1% |
| 6M | +2.7% | +14.8% | -12.2% | -1.3% |
| YTD | -30.4% | +31.9% | -62.3% | -35.5% |
| 1Y | -36.6% | +38.8% | -75.4% | -42.1% |
| 3Y | +406.9% | +82.4% | +324.6% | +326.6% |
| 5Y | +280.3% | +94.7% | +185.6% | +212.6% |
| 10Y | +738.5% | +187.0% | +551.5% | +509.3% |
| All | +205.2% | +985.4% | -780.2% | +44.1% |
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 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