+572.5%
INSM vs PFGC
+409.4%
+163.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +2.8% | -2.4% | +5.2% | +3.5% |
| 30D | -4.7% | -15.8% | +11.0% | +0.2% |
| 3M | +32.6% | -0.6% | +33.2% | +32.6% |
| 6M | -10.9% | +10.7% | -21.5% | -14.0% |
| YTD | -28.2% | +7.6% | -35.9% | -30.5% |
| 1Y | -14.9% | -7.8% | -7.0% | -13.7% |
| 3Y | +375.6% | +63.7% | +311.9% | +299.5% |
| 5Y | +349.1% | +112.3% | +236.8% | +242.4% |
| 10Y | +796.6% | +286.7% | +509.9% | +468.8% |
| All | +572.5% | +409.4% | +163.1% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling