+643.6%
GOOGL vs PEP
+83.1%
+560.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +2.6% | +4.6% | -2.0% | +0.8% |
| 30D | -18.3% | +14.0% | -32.3% | -22.6% |
| 3M | -19.6% | +5.4% | -24.9% | -21.5% |
| 6M | -28.2% | -5.1% | -23.1% | -27.1% |
| YTD | -8.0% | +3.1% | -11.1% | -10.3% |
| 1Y | -0.7% | +4.8% | -5.5% | -4.0% |
| 3Y | +118.8% | -4.1% | +122.9% | +113.9% |
| 5Y | +98.9% | +3.0% | +95.9% | +84.8% |
| 10Y | +643.6% | +89.6% | +554.0% | +403.1% |
| All | +643.6% | +83.1% | +560.5% | +403.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling