+678.2%
GOOG vs P
+686.0%
-7.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.1% |
| 7D | +1.2% | -4.7% | +5.9% | +1.8% |
| 30D | -16.7% | -31.4% | +14.7% | -10.5% |
| 3M | -15.2% | -2.6% | -12.6% | -16.3% |
| 6M | -24.8% | +21.9% | -46.7% | -30.7% |
| YTD | -7.2% | +58.9% | -66.1% | -20.9% |
| 1Y | -0.1% | +21.7% | -21.9% | -10.9% |
| 3Y | +118.8% | +193.3% | -74.5% | +44.6% |
| 5Y | +99.9% | +275.1% | -175.2% | +20.1% |
| 10Y | +678.2% | +655.3% | +22.9% | +272.8% |
| All | +678.2% | +686.0% | -7.8% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling