-0.7%
GOOGL vs PEP
+4.9%
-5.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | +2.6% | +4.6% | -2.0% | +2.8% |
| 30D | -18.3% | +14.0% | -32.3% | -18.0% |
| 3M | -19.6% | +5.4% | -24.9% | -19.0% |
| 6M | -28.2% | -5.1% | -23.1% | -27.5% |
| YTD | -8.0% | +3.1% | -11.1% | -5.2% |
| 1Y | -0.7% | +4.8% | -5.5% | +3.7% |
| All | -0.7% | +4.9% | -5.5% | +3.7% |
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 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