+121.0%
GOOG vs PEP
-2.9%
+123.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -0.8% |
| 7D | +3.0% | +2.9% | +0.1% | +3.3% |
| 30D | -14.9% | +12.5% | -27.4% | -14.1% |
| 3M | -14.9% | +4.5% | -19.4% | -14.4% |
| 6M | -26.6% | -0.5% | -26.1% | -26.4% |
| YTD | -6.6% | +4.4% | -11.0% | -5.7% |
| 1Y | +5.1% | +4.4% | +0.7% | +6.1% |
| 3Y | +121.0% | -3.4% | +124.4% | +118.7% |
| All | +121.0% | -2.9% | +123.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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