+126.0%
GOOGL vs PSX
+157.7%
-31.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | +3.9% | +7.8% | -3.9% | +3.6% |
| 30D | -14.9% | -10.9% | -4.0% | -14.7% |
| 3M | -14.6% | +14.5% | -29.0% | -15.1% |
| 6M | -26.4% | +56.1% | -82.6% | -28.1% |
| YTD | -5.3% | +109.6% | -114.9% | -11.2% |
| 1Y | +6.5% | +95.5% | -89.1% | +0.7% |
| 3Y | +126.0% | +156.2% | -30.1% | +113.8% |
| All | +126.0% | +157.7% | -31.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling