+692.8%
GOOGL vs PR
+86.0%
+606.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +3.9% | +6.0% | -2.1% | +3.5% |
| 30D | -14.9% | -4.2% | -10.7% | -14.8% |
| 3M | -14.6% | +10.0% | -24.5% | -15.2% |
| 6M | -26.4% | +15.6% | -42.1% | -27.3% |
| YTD | -5.3% | +68.2% | -73.5% | -8.8% |
| 1Y | +6.5% | +79.2% | -72.7% | +2.1% |
| 3Y | +126.0% | +94.9% | +31.1% | +114.3% |
| 5Y | +100.8% | +272.8% | -171.9% | +81.0% |
| All | +692.8% | +86.0% | +606.8% | +684.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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