-39.8%
INSM vs PFGC
+12.5%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.5% | -8.2% | +0.8% |
| 7D | +13.4% | +13.9% | -0.4% | +8.6% |
| 30D | +5.9% | +18.4% | -12.4% | +0.3% |
| 3M | +11.4% | -2.5% | +13.9% | +11.0% |
| 6M | -21.4% | +26.0% | -47.5% | -26.5% |
| YTD | -36.8% | +21.9% | -58.6% | -40.7% |
| 1Y | -39.8% | +13.4% | -53.2% | -41.2% |
| All | -39.8% | +12.5% | -52.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling