+136.8%
GOOGL vs PCG
+58.3%
+78.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | -2.3% | -13.9% | +11.6% | +0.2% |
| 30D | -6.6% | -16.9% | +10.3% | -3.7% |
| 3M | -8.9% | -14.7% | +5.8% | -6.8% |
| 6M | +11.9% | -23.8% | +35.7% | +17.4% |
| YTD | +8.3% | -10.5% | +18.8% | +9.1% |
| 1Y | +46.2% | -5.1% | +51.3% | +44.5% |
| 3Y | +151.9% | -11.6% | +163.5% | +147.2% |
| All | +136.8% | +58.3% | +78.5% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling