+3,151.9%
GOOGL vs PM
+752.6%
+2,399.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.4% |
| 7D | -2.3% | -4.9% | +2.6% | -0.5% |
| 30D | -6.6% | -3.4% | -3.2% | -5.5% |
| 3M | -8.9% | +5.2% | -14.1% | -11.1% |
| 6M | +11.9% | +3.7% | +8.2% | +9.0% |
| YTD | +8.3% | +15.8% | -7.4% | +1.0% |
| 1Y | +46.2% | +17.4% | +28.8% | +34.8% |
| 3Y | +151.9% | +116.9% | +34.9% | +72.5% |
| 5Y | +137.7% | +117.3% | +20.4% | +59.8% |
| 10Y | +757.6% | +193.8% | +563.8% | +370.4% |
| All | +3,151.9% | +752.6% | +2,399.2% | +859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling