+146.8%
GOOG vs PM
+124.9%
+21.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.0% |
| 30D | -5.1% | -2.6% | -2.5% | -5.2% |
| 3M | -7.1% | +5.8% | -12.9% | -6.7% |
| 6M | +12.7% | +10.6% | +2.1% | +13.2% |
| YTD | +7.1% | +17.2% | -10.1% | +8.2% |
| 1Y | +43.6% | +17.6% | +26.0% | +45.5% |
| 3Y | +146.8% | +124.3% | +22.5% | +130.8% |
| All | +146.8% | +124.9% | +21.9% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling