+147.6%
GOOG vs PL
+454.1%
-306.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -2.1% | -9.3% | +7.2% | -1.5% |
| 30D | -6.8% | -18.9% | +12.1% | -5.6% |
| 3M | -9.1% | -58.4% | +49.3% | -4.1% |
| 6M | +10.7% | -30.3% | +41.0% | +11.6% |
| YTD | +7.1% | -8.1% | +15.2% | +5.1% |
| 1Y | +44.6% | +180.5% | -135.9% | +26.8% |
| All | +147.6% | +454.1% | -306.5% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling