+780.7%
GOOG vs PG
+121.7%
+659.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -2.0% | +0.8% | -2.8% | -2.3% |
| 3M | -5.9% | -1.3% | -4.5% | -5.5% |
| 6M | +8.9% | -3.8% | +12.7% | +10.3% |
| YTD | +7.1% | +3.6% | +3.5% | +5.2% |
| 1Y | +39.7% | -5.7% | +45.4% | +41.9% |
| 3Y | +145.8% | +1.6% | +144.3% | +135.2% |
| 5Y | +138.6% | +14.6% | +124.0% | +112.3% |
| All | +780.7% | +121.7% | +659.0% | +507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling