+773.3%
GOOG vs PR
+101.2%
+672.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -5.1% | +17.4% | -22.4% | -6.0% |
| 3M | -7.1% | +21.8% | -28.8% | -8.3% |
| 6M | +12.7% | +27.6% | -14.9% | +10.6% |
| YTD | +7.1% | +71.4% | -64.3% | +3.1% |
| 1Y | +43.6% | +78.3% | -34.7% | +37.8% |
| 3Y | +146.8% | +85.5% | +61.3% | +134.5% |
| 5Y | +133.7% | +422.7% | -289.0% | +107.0% |
| 10Y | +773.3% | +87.1% | +686.2% | +745.8% |
| All | +773.3% | +101.2% | +672.1% | +745.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling