+137.7%
GOOGL vs PM
+122.3%
+15.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -4.4% | -2.6% | -1.9% | -4.3% |
| 3M | -6.8% | +5.8% | -12.6% | -7.2% |
| 6M | +13.6% | +10.6% | +3.0% | +12.4% |
| YTD | +8.3% | +17.2% | -8.8% | +6.6% |
| 1Y | +44.9% | +17.6% | +27.3% | +42.5% |
| 3Y | +150.5% | +124.3% | +26.2% | +107.8% |
| 5Y | +137.7% | +125.1% | +12.6% | +94.9% |
| All | +137.7% | +122.3% | +15.4% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling