+145.2%
GOOGL vs PNR
-14.2%
+159.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -2.8% | -5.5% | +2.7% | -1.5% |
| 30D | -3.2% | -15.6% | +12.4% | +0.8% |
| 3M | -6.6% | -20.2% | +13.6% | -2.4% |
| 6M | +8.5% | -36.6% | +45.1% | +20.8% |
| YTD | +6.5% | -45.0% | +51.5% | +23.0% |
| 1Y | +39.4% | -47.4% | +86.9% | +63.3% |
| All | +145.2% | -14.2% | +159.5% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling