+145.8%
GOOG vs PEP
-12.7%
+158.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -5.1% | +0.7% | -5.7% | -5.0% |
| 3M | -7.1% | -0.5% | -6.5% | -7.0% |
| 6M | +12.7% | -11.3% | +24.0% | +12.0% |
| YTD | +7.1% | -0.6% | +7.7% | +7.4% |
| 1Y | +43.6% | +1.7% | +41.9% | +44.3% |
| All | +145.8% | -12.7% | +158.5% | +147.7% |
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