+149.6%
GOOGL vs PBR
+99.7%
+49.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | 0.0% | +5.4% | -5.4% | -0.3% |
| 30D | -1.4% | +22.9% | -24.3% | -2.6% |
| 3M | -5.3% | +19.6% | -25.0% | -6.4% |
| 6M | +9.8% | +16.5% | -6.7% | +8.0% |
| YTD | +8.4% | +86.7% | -78.3% | -0.1% |
| 1Y | +41.2% | +74.7% | -33.5% | +31.1% |
| 3Y | +149.6% | +102.6% | +47.0% | +125.2% |
| All | +149.6% | +99.7% | +49.8% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling