+1,944.4%
GOOG vs PSX
+1,167.1%
+777.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -7.7% | +21.6% | -29.3% | -11.6% |
| 3M | -9.3% | +46.5% | -55.8% | -16.9% |
| 6M | +7.4% | +62.0% | -54.6% | -4.4% |
| YTD | +4.9% | +106.3% | -101.5% | -12.2% |
| 1Y | +37.2% | +103.0% | -65.7% | +15.0% |
| 3Y | +141.6% | +135.5% | +6.1% | +90.4% |
| 5Y | +128.8% | +368.5% | -239.8% | +45.6% |
| 10Y | +772.7% | +386.6% | +386.2% | +414.0% |
| All | +1,944.4% | +1,167.1% | +777.3% | +963.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling