+3,136.8%
GOOG vs PM
+752.6%
+2,384.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.3% |
| 7D | -2.1% | -4.9% | +2.7% | -0.4% |
| 30D | -6.8% | -3.4% | -3.4% | -5.7% |
| 3M | -9.1% | +5.2% | -14.3% | -11.2% |
| 6M | +10.7% | +3.7% | +7.0% | +7.9% |
| YTD | +7.1% | +15.8% | -8.7% | -0.1% |
| 1Y | +44.6% | +17.4% | +27.3% | +33.4% |
| 3Y | +147.4% | +116.9% | +30.5% | +69.9% |
| 5Y | +133.8% | +117.3% | +16.5% | +57.6% |
| 10Y | +777.5% | +193.8% | +583.8% | +383.2% |
| All | +3,136.8% | +752.6% | +2,384.1% | +858.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling