+13,449.8%
GOOG vs PG
+384.7%
+13,065.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -2.0% | +0.8% | -2.8% | -2.4% |
| 3M | -5.9% | -1.3% | -4.5% | -5.4% |
| 6M | +8.9% | -3.8% | +12.7% | +10.6% |
| YTD | +7.1% | +3.6% | +3.5% | +4.6% |
| 1Y | +39.7% | -5.7% | +45.4% | +42.2% |
| 3Y | +145.8% | +1.6% | +144.3% | +134.0% |
| 5Y | +138.6% | +14.6% | +124.0% | +109.9% |
| 10Y | +791.5% | +121.2% | +670.3% | +428.6% |
| All | +13,449.8% | +384.7% | +13,065.1% | +5,476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling