-1.3%
GOOG vs PL
+8.6%
-9.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.5% | -13.8% | +0.1% |
| 7D | +2.9% | +10.9% | -8.0% | +2.3% |
| 30D | -17.8% | -16.4% | -1.4% | -17.3% |
| 3M | -19.0% | -39.9% | +20.9% | -17.8% |
| 6M | -27.9% | -63.2% | +35.3% | -26.0% |
| YTD | -8.7% | -27.1% | +18.5% | -6.7% |
| All | -1.3% | +8.6% | -9.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling