+13,503.3%
GOOGL vs PNR
+298.1%
+13,205.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.0% |
| 7D | +1.1% | -3.0% | +4.1% | +2.3% |
| 30D | -4.4% | -14.9% | +10.5% | +1.8% |
| 3M | -6.8% | -19.0% | +12.2% | +0.1% |
| 6M | +13.6% | -35.9% | +49.5% | +33.8% |
| YTD | +8.3% | -43.1% | +51.5% | +33.1% |
| 1Y | +44.9% | -46.4% | +91.3% | +82.2% |
| 3Y | +150.5% | -10.8% | +161.3% | +148.2% |
| 5Y | +137.7% | -18.9% | +156.6% | +140.5% |
| 10Y | +750.9% | +64.4% | +686.5% | +507.5% |
| All | +13,503.3% | +298.1% | +13,205.1% | +5,576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling