+11,408.7%
GOOG vs PCG
-23.6%
+11,432.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.4% | -0.5% | +2.8% | +2.4% |
| 30D | -18.1% | +0.8% | -18.9% | -18.2% |
| 3M | -19.9% | -22.0% | +2.2% | -18.0% |
| 6M | -28.2% | -17.1% | -11.1% | -27.1% |
| YTD | -9.0% | -16.9% | +7.8% | -7.8% |
| 1Y | -1.7% | -19.1% | +17.4% | -0.1% |
| 3Y | +114.5% | -19.4% | +134.0% | +116.7% |
| 5Y | +96.2% | +9.0% | +87.2% | +90.8% |
| 10Y | +654.4% | -76.2% | +730.5% | +809.9% |
| All | +11,408.7% | -23.6% | +11,432.4% | +7,297.1% |
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