+11,830.0%
GOOG vs PCG
-25.1%
+11,855.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +4.8% | -2.0% | +6.8% | +5.1% |
| 30D | -15.5% | -2.7% | -12.8% | -15.3% |
| 3M | -13.7% | -25.1% | +11.4% | -11.2% |
| 6M | -23.0% | -22.3% | -0.7% | -21.2% |
| YTD | -5.7% | -18.5% | +12.8% | -4.2% |
| 1Y | +3.0% | -21.8% | +24.9% | +5.1% |
| 3Y | +122.4% | -21.0% | +143.4% | +125.2% |
| 5Y | +99.2% | +8.1% | +91.2% | +94.0% |
| 10Y | +690.8% | -76.6% | +767.4% | +855.8% |
| All | +11,830.0% | -25.1% | +11,855.2% | +7,584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling