+128.8%
GOOG vs PM
+127.1%
+1.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | -9.3% | +4.9% | -14.2% | -9.7% |
| 6M | +7.4% | +9.0% | -1.6% | +6.4% |
| YTD | +4.9% | +17.8% | -12.9% | +3.0% |
| 1Y | +37.2% | +16.8% | +20.4% | +35.0% |
| 3Y | +141.6% | +125.4% | +16.2% | +99.8% |
| 5Y | +128.8% | +128.7% | +0.1% | +86.5% |
| All | +128.8% | +127.1% | +1.6% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling