+13,444.1%
GOOG vs PEP
+417.4%
+13,026.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | -6.8% | +0.2% | -7.1% | -7.0% |
| 3M | -9.1% | -1.1% | -8.0% | -9.0% |
| 6M | +10.7% | -13.5% | +24.2% | +18.3% |
| YTD | +7.1% | -1.2% | +8.2% | +6.3% |
| 1Y | +44.6% | -1.6% | +46.2% | +43.0% |
| 3Y | +147.4% | -12.5% | +160.0% | +153.0% |
| 5Y | +133.8% | +3.0% | +130.8% | +115.2% |
| 10Y | +777.5% | +73.9% | +703.6% | +476.7% |
| All | +13,444.1% | +417.4% | +13,026.7% | +4,975.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling