+13,444.1%
GOOG vs PFG
+563.8%
+12,880.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -2.1% | +5.5% | -7.7% | -3.6% |
| 30D | -6.8% | +2.4% | -9.2% | -7.5% |
| 3M | -9.1% | +13.6% | -22.7% | -12.4% |
| 6M | +10.7% | +27.9% | -17.2% | +3.3% |
| YTD | +7.1% | +35.6% | -28.5% | -1.8% |
| 1Y | +44.6% | +48.5% | -3.8% | +29.2% |
| 3Y | +147.4% | +66.9% | +80.6% | +111.4% |
| 5Y | +133.8% | +111.0% | +22.8% | +86.2% |
| 10Y | +777.5% | +244.5% | +533.0% | +482.6% |
| All | +13,444.1% | +563.8% | +12,880.3% | +5,808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling