+136.0%
GOOG vs PG
+14.0%
+122.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -2.0% | +0.8% | -2.8% | -2.1% |
| 3M | -5.9% | -1.3% | -4.5% | -5.6% |
| 6M | +8.9% | -3.8% | +12.7% | +9.6% |
| YTD | +7.1% | +3.6% | +3.5% | +6.2% |
| 1Y | +39.7% | -5.7% | +45.4% | +41.1% |
| 3Y | +145.8% | +1.6% | +144.3% | +135.6% |
| All | +136.0% | +14.0% | +122.0% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling