+655.3%
GOOG vs PR
+152.6%
+502.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +2.1% | -16.4% | +18.5% | +3.1% |
| 30D | -18.3% | -1.9% | -16.4% | -18.2% |
| 3M | -20.3% | +8.0% | -28.3% | -20.8% |
| 6M | -28.1% | +4.1% | -32.2% | -28.4% |
| YTD | -9.3% | +58.7% | -68.0% | -12.4% |
| 1Y | -0.2% | +75.8% | -76.1% | -4.2% |
| 3Y | +118.0% | +73.2% | +44.9% | +108.1% |
| 5Y | +92.1% | +230.1% | -138.1% | +74.1% |
| 10Y | +652.3% | +67.4% | +584.9% | +618.6% |
| All | +655.3% | +152.6% | +502.7% | +629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling