+791.2%
GOOG vs P
+499.9%
+291.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +2.4% | -13.3% | +15.7% | +4.9% |
| 30D | -18.1% | -34.0% | +15.9% | -11.8% |
| 3M | -19.9% | +4.1% | -24.0% | -22.0% |
| 6M | -28.2% | +30.5% | -58.6% | -34.5% |
| YTD | -9.0% | +52.2% | -61.2% | -20.6% |
| 1Y | -1.7% | +10.3% | -12.0% | -9.5% |
| 3Y | +114.5% | +180.9% | -66.3% | +49.9% |
| 5Y | +96.2% | +259.7% | -163.6% | +26.5% |
| 10Y | +654.4% | +652.6% | +1.7% | +303.7% |
| All | +791.2% | +499.9% | +291.4% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling