+152.6%
GOOGL vs PCG
-12.4%
+165.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -2.3% | -13.9% | +11.6% | -1.3% |
| 30D | -6.6% | -16.9% | +10.3% | -5.4% |
| 3M | -8.9% | -14.7% | +5.8% | -8.1% |
| 6M | +11.9% | -23.8% | +35.7% | +14.2% |
| YTD | +8.3% | -10.5% | +18.8% | +8.8% |
| 1Y | +46.2% | -5.1% | +51.3% | +45.4% |
| All | +152.6% | -12.4% | +165.0% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling