+13,447.0%
GOOG vs PFG
+554.5%
+12,892.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +1.1% | +6.0% | -4.9% | -0.6% |
| 30D | -5.1% | +2.2% | -7.3% | -5.7% |
| 3M | -7.1% | +10.4% | -17.4% | -9.7% |
| 6M | +12.7% | +27.8% | -15.1% | +5.2% |
| YTD | +7.1% | +33.6% | -26.6% | -1.4% |
| 1Y | +43.6% | +49.3% | -5.7% | +28.1% |
| 3Y | +146.8% | +69.7% | +77.0% | +109.9% |
| 5Y | +133.7% | +111.3% | +22.3% | +86.1% |
| 10Y | +773.3% | +240.3% | +533.1% | +481.8% |
| All | +13,447.0% | +554.5% | +12,892.4% | +5,832.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PFG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling