+13,193.3%
GOOGL vs PPG
+490.7%
+12,702.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.2% |
| 7D | -1.9% | -3.7% | +1.9% | -0.2% |
| 30D | -7.5% | -7.2% | -0.3% | -4.3% |
| 3M | -9.2% | -7.3% | -1.8% | -6.6% |
| 6M | +8.1% | +0.3% | +7.8% | +6.6% |
| YTD | +5.8% | +6.5% | -0.7% | +0.9% |
| 1Y | +38.3% | +0.5% | +37.8% | +34.7% |
| 3Y | +144.8% | -15.3% | +160.0% | +152.4% |
| 5Y | +132.5% | -22.9% | +155.4% | +145.7% |
| 10Y | +746.7% | +28.4% | +718.3% | +553.2% |
| All | +13,193.3% | +490.7% | +12,702.6% | +4,062.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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