+137.7%
GOOGL vs PFG
+110.7%
+27.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +1.1% | +6.0% | -4.9% | -1.3% |
| 30D | -4.4% | +2.2% | -6.7% | -5.3% |
| 3M | -6.8% | +10.4% | -17.2% | -10.5% |
| 6M | +13.6% | +27.8% | -14.2% | +3.1% |
| YTD | +8.3% | +33.6% | -25.3% | -3.6% |
| 1Y | +44.9% | +49.3% | -4.3% | +23.2% |
| 3Y | +150.5% | +69.7% | +80.7% | +96.4% |
| 5Y | +137.7% | +111.3% | +26.4% | +65.7% |
| All | +137.7% | +110.7% | +27.0% | +65.7% |
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