+1.0%
GOOGL vs PCG
-20.1%
+21.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +1.6% | -2.2% | +3.8% | +1.6% |
| 30D | -16.8% | -0.5% | -16.3% | -16.8% |
| 3M | -14.6% | -24.0% | +9.4% | -15.0% |
| 6M | -24.4% | -18.6% | -5.8% | -24.1% |
| YTD | -6.1% | -17.7% | +11.6% | -3.4% |
| 1Y | +1.0% | -20.0% | +21.0% | +5.3% |
| All | +1.0% | -20.1% | +21.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling