+702.3%
GOOG vs P
+652.0%
+50.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.5% |
| 7D | +3.0% | +11.6% | -8.6% | +0.6% |
| 30D | -14.9% | -23.7% | +8.8% | -10.5% |
| 3M | -14.9% | -8.0% | -6.9% | -14.9% |
| 6M | -26.6% | +27.9% | -54.5% | -33.2% |
| YTD | -6.6% | +61.2% | -67.8% | -20.7% |
| 1Y | +5.1% | +28.6% | -23.5% | -7.5% |
| 3Y | +121.0% | +200.5% | -79.5% | +45.0% |
| 5Y | +97.3% | +282.9% | -185.6% | +17.8% |
| All | +702.3% | +652.0% | +50.3% | +295.5% |
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