+767.4%
GOOG vs PM
+217.1%
+550.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -2.5% | +1.9% | -4.4% | -2.9% |
| 30D | -3.6% | +1.9% | -5.5% | -4.1% |
| 3M | -6.4% | +4.6% | -11.0% | -7.6% |
| 6M | +7.8% | +11.7% | -3.9% | +4.2% |
| YTD | +5.5% | +20.4% | -14.9% | -0.1% |
| 1Y | +38.3% | +19.0% | +19.3% | +30.9% |
| 3Y | +143.1% | +130.4% | +12.7% | +81.8% |
| 5Y | +135.0% | +131.5% | +3.5% | +73.2% |
| All | +767.4% | +217.1% | +550.3% | +436.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling