+133.6%
GOOG vs PFG
+107.2%
+26.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -1.6% | +3.2% | -4.8% | -2.8% |
| 30D | -7.7% | +0.9% | -8.6% | -8.1% |
| 3M | -9.3% | +7.7% | -17.0% | -12.1% |
| 6M | +7.4% | +29.0% | -21.5% | -2.8% |
| YTD | +4.9% | +32.5% | -27.6% | -6.5% |
| 1Y | +37.2% | +47.3% | -10.1% | +17.1% |
| 3Y | +141.6% | +68.2% | +73.4% | +89.9% |
| All | +133.6% | +107.2% | +26.4% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling