+750.9%
GOOGL vs PCG
-75.0%
+825.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.3% |
| 7D | +1.1% | +5.4% | -4.3% | +0.7% |
| 30D | -4.4% | -15.1% | +10.7% | -3.6% |
| 3M | -6.8% | -9.8% | +3.0% | -6.4% |
| 6M | +13.6% | -18.0% | +31.6% | +14.8% |
| YTD | +8.3% | -7.2% | +15.6% | +8.4% |
| 1Y | +44.9% | +2.9% | +42.1% | +44.0% |
| 3Y | +150.5% | -11.1% | +161.6% | +150.4% |
| 5Y | +137.7% | +61.8% | +75.9% | +129.0% |
| 10Y | +750.9% | -75.2% | +826.1% | +781.3% |
| All | +750.9% | -75.0% | +825.9% | +781.3% |
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