+136.8%
GOOGL vs PR
+433.6%
-296.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.3% | +2.9% | -5.2% | -2.6% |
| 30D | -6.6% | +18.0% | -24.6% | -8.4% |
| 3M | -8.9% | +16.9% | -25.8% | -10.8% |
| 6M | +11.9% | +28.2% | -16.3% | +7.8% |
| YTD | +8.3% | +69.3% | -61.0% | +0.2% |
| 1Y | +46.2% | +69.5% | -23.3% | +34.9% |
| 3Y | +151.9% | +81.7% | +70.2% | +125.5% |
| All | +136.8% | +433.6% | -296.8% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling