+368.8%
INSM vs PFGC
+105.5%
+263.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | +0.5% | -4.8% | +5.3% | +2.2% |
| 30D | -4.0% | -17.2% | +13.2% | +2.5% |
| 3M | +38.5% | -6.3% | +44.9% | +41.5% |
| 6M | -11.5% | +8.8% | -20.4% | -14.7% |
| YTD | -26.9% | +4.9% | -31.8% | -29.0% |
| 1Y | -12.8% | -9.5% | -3.3% | -10.7% |
| 3Y | +384.7% | +59.6% | +325.1% | +288.4% |
| 5Y | +368.8% | +113.5% | +255.3% | +214.6% |
| All | +368.8% | +105.5% | +263.3% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling