+93.4%
GOOG vs P
+256.2%
-162.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -0.4% |
| 7D | +2.9% | -9.6% | +12.5% | +4.4% |
| 30D | -17.8% | -33.4% | +15.7% | -12.0% |
| 3M | -19.0% | +14.2% | -33.2% | -22.6% |
| 6M | -27.9% | +31.6% | -59.5% | -34.2% |
| YTD | -8.7% | +53.5% | -62.1% | -20.4% |
| 1Y | +2.5% | +14.2% | -11.7% | -6.1% |
| 3Y | +119.2% | +190.5% | -71.3% | +42.4% |
| 5Y | +93.4% | +256.3% | -162.9% | +13.4% |
| All | +93.4% | +256.2% | -162.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling