+145.8%
GOOG vs PPG
-17.4%
+163.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | 0.0% | -6.2% | +6.3% | +1.7% |
| 30D | -2.0% | -7.9% | +6.0% | +0.1% |
| 3M | -5.9% | -10.2% | +4.4% | -3.6% |
| 6M | +8.9% | +2.7% | +6.2% | +7.4% |
| YTD | +7.1% | +4.9% | +2.2% | +4.4% |
| 1Y | +39.7% | -3.2% | +42.9% | +39.2% |
| 3Y | +145.8% | -17.0% | +162.8% | +143.1% |
| All | +145.8% | -17.4% | +163.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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