+740.7%
GOOGL vs PM
+217.1%
+523.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -2.8% | +1.9% | -4.8% | -3.3% |
| 30D | -3.2% | +1.9% | -5.1% | -3.7% |
| 3M | -6.6% | +4.6% | -11.2% | -7.8% |
| 6M | +8.5% | +11.7% | -3.2% | +4.8% |
| YTD | +6.5% | +20.4% | -13.9% | +0.8% |
| 1Y | +39.4% | +19.0% | +20.5% | +32.0% |
| 3Y | +146.2% | +130.4% | +15.8% | +83.7% |
| 5Y | +138.3% | +131.5% | +6.9% | +75.3% |
| All | +740.7% | +217.1% | +523.6% | +416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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