+11,349.2%
GOOGL vs PCG
-25.1%
+11,374.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.0% |
| 7D | +1.8% | -1.6% | +3.4% | +1.9% |
| 30D | -18.8% | +1.4% | -20.2% | -18.9% |
| 3M | -20.3% | -23.4% | +3.0% | -18.3% |
| 6M | -28.4% | -19.4% | -9.0% | -27.0% |
| YTD | -8.8% | -18.5% | +9.7% | -7.4% |
| 1Y | +0.3% | -19.5% | +19.8% | +2.0% |
| 3Y | +120.7% | -21.0% | +141.7% | +123.5% |
| 5Y | +93.1% | +13.7% | +79.4% | +87.0% |
| 10Y | +636.1% | -77.2% | +713.3% | +798.9% |
| All | +11,349.2% | -25.1% | +11,374.3% | +7,283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling