+150.5%
GOOGL vs PEP
-12.2%
+162.7%
-29.8%
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 | -4.4% | +0.7% | -5.1% | -4.4% |
| 3M | -6.8% | -0.5% | -6.3% | -6.7% |
| 6M | +13.6% | -11.3% | +24.9% | +12.8% |
| YTD | +8.3% | -0.6% | +8.9% | +8.7% |
| 1Y | +44.9% | +1.7% | +43.3% | +45.8% |
| 3Y | +150.5% | -12.5% | +162.9% | +150.4% |
| All | +150.5% | -12.2% | +162.7% | +150.4% |
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