+145.8%
GOOG vs PBR
+99.7%
+46.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.6% |
| 7D | 0.0% | +5.4% | -5.3% | -0.3% |
| 30D | -2.0% | +22.9% | -24.8% | -3.3% |
| 3M | -5.9% | +19.6% | -25.5% | -7.0% |
| 6M | +8.9% | +16.5% | -7.6% | +7.0% |
| YTD | +7.1% | +86.7% | -79.5% | -1.5% |
| 1Y | +39.7% | +74.7% | -35.0% | +29.5% |
| 3Y | +145.8% | +102.6% | +43.3% | +121.3% |
| All | +145.8% | +99.7% | +46.1% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling