+772.7%
GOOG vs P
+694.3%
+78.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.2% |
| 7D | -1.6% | +5.0% | -6.6% | -2.6% |
| 30D | -7.7% | -0.9% | -6.7% | -8.1% |
| 3M | -9.3% | +38.7% | -48.0% | -17.0% |
| 6M | +7.4% | +54.4% | -46.9% | -5.6% |
| YTD | +4.9% | +44.8% | -40.0% | -7.4% |
| 1Y | +37.2% | +22.5% | +14.7% | +23.5% |
| 3Y | +141.6% | +148.2% | -6.6% | +69.4% |
| 5Y | +128.8% | +268.9% | -140.2% | +40.5% |
| 10Y | +772.7% | +696.9% | +75.9% | +329.6% |
| All | +772.7% | +694.3% | +78.5% | +329.6% |
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