+13,245.4%
GOOG vs PPG
+479.1%
+12,766.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.5% |
| 7D | -2.5% | -5.1% | +2.6% | -0.2% |
| 30D | -3.6% | -9.6% | +6.0% | +0.9% |
| 3M | -6.4% | -6.4% | 0.0% | -4.2% |
| 6M | +7.8% | +0.5% | +7.3% | +6.1% |
| YTD | +5.5% | +4.4% | +1.1% | +1.4% |
| 1Y | +38.3% | -0.9% | +39.2% | +35.4% |
| 3Y | +143.1% | -17.0% | +160.0% | +152.9% |
| 5Y | +135.0% | -23.7% | +158.7% | +149.4% |
| 10Y | +778.1% | +25.9% | +752.2% | +583.7% |
| All | +13,245.4% | +479.1% | +12,766.3% | +4,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling