+755.6%
GOOGL vs PNR
+66.2%
+689.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | 0.0% | -6.0% | +6.0% | +2.4% |
| 30D | -1.4% | -14.0% | +12.6% | +4.5% |
| 3M | -5.3% | -21.7% | +16.4% | +2.8% |
| 6M | +9.8% | -37.3% | +47.1% | +30.0% |
| YTD | +8.4% | -45.1% | +53.5% | +34.7% |
| 1Y | +41.2% | -49.1% | +90.3% | +81.0% |
| 3Y | +149.6% | -14.8% | +164.4% | +149.3% |
| 5Y | +142.6% | -21.0% | +163.6% | +141.1% |
| All | +755.6% | +66.2% | +689.4% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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