+138.3%
GOOGL vs PSX
+357.6%
-219.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -3.2% | +15.8% | -19.0% | -4.6% |
| 3M | -6.6% | +43.0% | -49.6% | -10.0% |
| 6M | +8.5% | +61.1% | -52.6% | +2.6% |
| YTD | +6.5% | +104.5% | -98.1% | -2.8% |
| 1Y | +39.4% | +102.5% | -63.1% | +27.2% |
| 3Y | +146.2% | +133.5% | +12.7% | +114.4% |
| 5Y | +138.3% | +367.0% | -228.6% | +84.3% |
| All | +138.3% | +357.6% | -219.2% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling