+710.1%
GOOG vs PR
+83.7%
+626.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | +4.8% | +6.7% | -1.9% | +4.4% |
| 30D | -15.5% | -6.1% | -9.4% | -15.2% |
| 3M | -13.7% | +6.9% | -20.5% | -14.1% |
| 6M | -23.0% | +14.6% | -37.6% | -23.8% |
| YTD | -5.7% | +66.1% | -71.8% | -9.1% |
| 1Y | +3.0% | +77.0% | -74.0% | -1.2% |
| 3Y | +122.4% | +93.8% | +28.6% | +110.8% |
| 5Y | +99.2% | +268.2% | -169.0% | +79.5% |
| All | +710.1% | +83.7% | +626.4% | +701.8% |
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