+776.1%
GOOGL vs PR
+169.5%
+606.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.3% | +2.9% | -5.2% | -2.5% |
| 30D | -6.6% | +18.0% | -24.6% | -7.5% |
| 3M | -8.9% | +16.9% | -25.8% | -9.9% |
| 6M | +11.9% | +28.2% | -16.3% | +9.9% |
| YTD | +8.3% | +69.3% | -61.0% | +4.5% |
| 1Y | +46.2% | +69.5% | -23.3% | +40.8% |
| 3Y | +151.9% | +81.7% | +70.2% | +139.9% |
| 5Y | +137.7% | +422.2% | -284.5% | +111.2% |
| 10Y | +757.6% | +110.4% | +647.2% | +721.1% |
| All | +776.1% | +169.5% | +606.6% | +744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling