+218.1%
INSM vs PFG
+1,015.3%
-797.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +6.5% | +5.5% | +1.0% | +5.0% |
| 30D | +27.5% | +2.4% | +25.2% | +26.7% |
| 3M | +20.4% | +13.6% | +6.8% | +16.1% |
| 6M | -15.7% | +27.9% | -43.6% | -21.1% |
| YTD | -27.4% | +35.6% | -63.0% | -33.2% |
| 1Y | -11.4% | +48.5% | -59.9% | -20.5% |
| 3Y | +457.8% | +66.9% | +391.0% | +380.1% |
| 5Y | +343.0% | +111.0% | +232.0% | +257.0% |
| 10Y | +848.1% | +244.5% | +603.6% | +564.9% |
| All | +218.1% | +1,015.3% | -797.2% | +49.3% |
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