+13,193.3%
GOOGL vs PBR
+1,236.0%
+11,957.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -7.5% | +17.5% | -25.0% | -10.2% |
| 3M | -9.2% | +20.9% | -30.1% | -12.6% |
| 6M | +8.1% | +20.2% | -12.2% | +3.5% |
| YTD | +5.8% | +84.3% | -78.4% | -6.6% |
| 1Y | +38.3% | +77.1% | -38.8% | +22.8% |
| 3Y | +144.8% | +100.8% | +43.9% | +108.8% |
| 5Y | +132.5% | +556.1% | -423.6% | +51.6% |
| 10Y | +746.7% | +676.1% | +70.6% | +375.5% |
| All | +13,193.3% | +1,236.0% | +11,957.3% | +4,810.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling