+767.4%
GOOG vs PCG
-75.6%
+843.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -3.6% | -18.9% | +15.3% | -2.5% |
| 3M | -6.4% | -15.8% | +9.4% | -5.6% |
| 6M | +7.8% | -22.6% | +30.3% | +9.3% |
| YTD | +5.5% | -12.2% | +17.7% | +6.0% |
| 1Y | +38.3% | -7.1% | +45.4% | +38.3% |
| 3Y | +143.1% | -15.8% | +158.9% | +144.0% |
| 5Y | +135.0% | +53.3% | +81.7% | +127.3% |
| All | +767.4% | -75.6% | +843.0% | +789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PCG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling