+92.9%
GOOGL vs PR
+225.0%
-132.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +1.8% | -16.4% | +18.2% | +3.9% |
| 30D | -18.8% | -1.9% | -16.9% | -18.7% |
| 3M | -20.3% | +8.0% | -28.3% | -21.4% |
| 6M | -28.4% | +4.1% | -32.5% | -29.2% |
| YTD | -8.8% | +58.7% | -67.5% | -15.8% |
| 1Y | +0.3% | +75.8% | -75.6% | -8.9% |
| 3Y | +120.7% | +73.2% | +47.6% | +96.6% |
| All | +92.9% | +225.0% | -132.1% | +48.2% |
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 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