+38.3%
GOOGL vs PEP
+0.7%
+37.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.9% |
| 30D | -7.5% | +0.3% | -7.8% | -7.4% |
| 3M | -9.2% | -3.2% | -5.9% | -9.1% |
| 6M | +8.1% | -13.6% | +21.6% | +6.5% |
| YTD | +5.8% | -1.9% | +7.7% | +8.5% |
| 1Y | +38.3% | -0.6% | +39.0% | +42.9% |
| All | +38.3% | +0.7% | +37.6% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling