+133.7%
GOOG vs PCG
+61.3%
+72.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | +1.1% | +5.4% | -4.3% | -0.1% |
| 30D | -5.1% | -15.1% | +10.1% | -2.5% |
| 3M | -7.1% | -9.8% | +2.7% | -6.0% |
| 6M | +12.7% | -18.0% | +30.7% | +16.4% |
| YTD | +7.1% | -7.2% | +14.3% | +7.0% |
| 1Y | +43.6% | +2.9% | +40.7% | +39.1% |
| 3Y | +146.8% | -11.1% | +157.9% | +143.2% |
| 5Y | +133.7% | +61.8% | +71.9% | +80.4% |
| All | +133.7% | +61.3% | +72.4% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling