+120.7%
GOOGL vs PM
+147.5%
-26.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.6% |
| 7D | +1.8% | -5.2% | +7.0% | +1.3% |
| 30D | -18.8% | +2.7% | -21.4% | -18.5% |
| 3M | -20.3% | +6.1% | -26.5% | -20.0% |
| 6M | -28.4% | +18.0% | -46.4% | -27.3% |
| YTD | -8.8% | +26.6% | -35.4% | -6.8% |
| 1Y | +0.3% | +36.7% | -36.4% | +3.4% |
| All | +120.7% | +147.5% | -26.8% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling