+700.7%
GOOGL vs PCG
-76.5%
+777.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +5.7% | -2.0% | +7.7% | +5.8% |
| 30D | -15.6% | -2.7% | -12.9% | -15.4% |
| 3M | -13.0% | -25.1% | +12.1% | -11.5% |
| 6M | -22.8% | -22.3% | -0.5% | -21.7% |
| YTD | -4.4% | -18.5% | +14.1% | -3.5% |
| 1Y | +4.5% | -21.8% | +26.3% | +5.7% |
| 3Y | +127.4% | -21.0% | +148.5% | +129.2% |
| 5Y | +102.8% | +8.1% | +94.7% | +99.9% |
| All | +700.7% | -76.5% | +777.2% | +693.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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