+3.6%
GOOG vs PM
+48.8%
-45.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.3% |
| 7D | -10.7% | +4.3% | -15.0% | -10.5% |
| 30D | -16.4% | +11.5% | -27.9% | -16.2% |
| 3M | -23.4% | +13.0% | -36.4% | -23.1% |
| 6M | -24.2% | +25.9% | -50.1% | -23.9% |
| YTD | -8.3% | +34.0% | -42.3% | -6.9% |
| 1Y | +3.6% | +46.9% | -43.3% | +8.7% |
| All | +3.6% | +48.8% | -45.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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