+126.0%
GOOGL vs PFG
+82.7%
+43.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.9% | +2.4% | +1.5% | +3.2% |
| 30D | -14.9% | +5.9% | -20.8% | -16.4% |
| 3M | -14.6% | -0.4% | -14.1% | -14.6% |
| 6M | -26.4% | +14.8% | -41.3% | -29.6% |
| YTD | -5.3% | +31.9% | -37.2% | -12.9% |
| 1Y | +6.5% | +38.8% | -32.4% | -3.4% |
| 3Y | +126.0% | +82.4% | +43.7% | +112.1% |
| All | +126.0% | +82.7% | +43.4% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling