+136.0%
GOOG vs PSX
+362.1%
-226.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -2.0% | +15.6% | -17.6% | -3.4% |
| 3M | -5.9% | +46.5% | -52.3% | -9.6% |
| 6M | +8.9% | +55.0% | -46.1% | +3.6% |
| YTD | +7.1% | +105.3% | -98.2% | -2.3% |
| 1Y | +39.7% | +101.6% | -61.9% | +27.5% |
| 3Y | +145.8% | +134.1% | +11.7% | +114.1% |
| All | +136.0% | +362.1% | -226.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling