+643.6%
GOOGL vs PR
+65.1%
+578.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +2.6% | -9.5% | +12.1% | +3.2% |
| 30D | -18.3% | -5.7% | -12.6% | -18.1% |
| 3M | -19.6% | +3.0% | -22.5% | -19.8% |
| 6M | -28.2% | +11.8% | -40.0% | -28.9% |
| YTD | -8.0% | +58.5% | -66.5% | -11.1% |
| 1Y | -0.7% | +69.9% | -70.6% | -4.4% |
| 3Y | +118.8% | +84.9% | +33.9% | +108.1% |
| 5Y | +98.9% | +246.4% | -147.6% | +79.9% |
| 10Y | +643.6% | +70.3% | +573.3% | +628.7% |
| All | +643.6% | +65.1% | +578.5% | +628.7% |
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