+43.6%
GOOG vs PR
+74.4%
-30.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.0% |
| 30D | -5.1% | +17.4% | -22.4% | -2.3% |
| 3M | -7.1% | +21.8% | -28.8% | -3.4% |
| 6M | +12.7% | +27.6% | -14.9% | +16.5% |
| YTD | +7.1% | +71.4% | -64.3% | +10.9% |
| 1Y | +43.6% | +78.3% | -34.7% | +47.1% |
| All | +43.6% | +74.4% | -30.8% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling