+622.2%
GOOGL vs P
+748.5%
-126.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.1% | -0.2% |
| 7D | +3.3% | -9.6% | +12.9% | +5.1% |
| 30D | -18.1% | -33.4% | +15.4% | -11.4% |
| 3M | -18.6% | +14.2% | -32.8% | -22.7% |
| 6M | -28.0% | +31.6% | -59.6% | -35.1% |
| YTD | -7.8% | +53.5% | -61.2% | -20.8% |
| 1Y | +3.6% | +14.2% | -10.6% | -6.2% |
| 3Y | +123.4% | +190.5% | -67.2% | +47.7% |
| 5Y | +95.3% | +256.3% | -161.0% | +18.7% |
| 10Y | +622.2% | +707.9% | -85.7% | +243.7% |
| All | +622.2% | +748.5% | -126.3% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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