+790.9%
PG vs INSM
-19.1%
+810.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | -0.8% | +2.5% | -3.3% | -0.8% |
| 30D | +0.8% | -2.2% | +3.0% | +0.9% |
| 3M | -1.3% | +33.8% | -35.1% | -2.0% |
| 6M | -3.8% | -7.2% | +3.3% | -3.9% |
| YTD | +3.6% | -25.6% | +29.3% | +3.9% |
| 1Y | -5.7% | -11.2% | +5.5% | -5.8% |
| 3Y | +1.6% | +388.3% | -386.8% | -3.0% |
| 5Y | +14.6% | +376.6% | -362.0% | +8.8% |
| 10Y | +121.2% | +881.9% | -760.7% | +102.1% |
| All | +790.9% | -19.1% | +810.1% | +662.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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