+631.4%
GOOGL vs PR
+147.8%
+483.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.9% |
| 7D | -0.4% | -16.5% | +16.1% | +0.6% |
| 30D | -18.7% | -4.5% | -14.2% | -18.6% |
| 3M | -22.0% | +8.5% | -30.5% | -22.5% |
| 6M | -27.2% | -3.3% | -23.8% | -27.2% |
| YTD | -9.5% | +55.7% | -65.3% | -12.4% |
| 1Y | -0.4% | +82.0% | -82.4% | -4.5% |
| 3Y | +121.0% | +62.5% | +58.5% | +111.7% |
| 5Y | +91.6% | +223.9% | -132.3% | +74.2% |
| 10Y | +630.4% | +64.2% | +566.2% | +599.1% |
| All | +631.4% | +147.8% | +483.6% | +607.9% |
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