+145.8%
GOOG vs PNR
-14.5%
+160.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | -6.0% | +6.1% | +1.5% |
| 30D | -2.0% | -14.0% | +12.0% | +1.6% |
| 3M | -5.9% | -21.7% | +15.8% | -1.1% |
| 6M | +8.9% | -37.3% | +46.2% | +21.5% |
| YTD | +7.1% | -45.1% | +52.2% | +23.8% |
| 1Y | +39.7% | -49.1% | +88.8% | +65.3% |
| 3Y | +145.8% | -14.8% | +160.7% | +149.7% |
| All | +145.8% | -14.5% | +160.3% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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