+833.7%
INSM vs PFGC
+292.9%
+540.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | -4.8% | +7.2% | +4.0% |
| 30D | -2.2% | -12.5% | +10.4% | +1.8% |
| 3M | +33.8% | -9.7% | +43.5% | +37.8% |
| 6M | -7.2% | +7.0% | -14.2% | -9.5% |
| YTD | -25.6% | +4.5% | -30.1% | -27.4% |
| 1Y | -11.2% | -11.6% | +0.4% | -8.8% |
| 3Y | +388.3% | +58.5% | +329.8% | +312.9% |
| 5Y | +376.6% | +112.6% | +264.1% | +261.3% |
| All | +833.7% | +292.9% | +540.8% | +481.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling