+755.6%
GOOGL vs PBR
+697.0%
+58.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | 0.0% | +5.4% | -5.4% | -0.8% |
| 30D | -1.4% | +22.9% | -24.3% | -4.8% |
| 3M | -5.3% | +19.6% | -25.0% | -8.3% |
| 6M | +9.8% | +16.5% | -6.7% | +6.2% |
| YTD | +8.4% | +86.7% | -78.3% | -3.6% |
| 1Y | +41.2% | +74.7% | -33.5% | +26.8% |
| 3Y | +149.6% | +102.6% | +47.0% | +115.1% |
| 5Y | +142.6% | +566.6% | -424.0% | +59.5% |
| All | +755.6% | +697.0% | +58.6% | +404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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