+1,732.8%
GOOGL vs PSX
+1,187.1%
+545.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | +3.9% | +7.8% | -3.9% | +2.2% |
| 30D | -14.9% | -10.9% | -4.0% | -13.0% |
| 3M | -14.6% | +14.5% | -29.0% | -17.4% |
| 6M | -26.4% | +56.1% | -82.6% | -33.9% |
| YTD | -5.3% | +109.6% | -114.9% | -21.4% |
| 1Y | +6.5% | +95.5% | -89.1% | -10.3% |
| 3Y | +126.0% | +156.2% | -30.1% | +73.8% |
| 5Y | +100.8% | +310.0% | -209.2% | +32.7% |
| 10Y | +673.8% | +368.0% | +305.7% | +358.6% |
| All | +1,732.8% | +1,187.1% | +545.7% | +845.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling