+11,697.7%
GOOGL vs PEP
+441.2%
+11,256.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.0% |
| 30D | -16.8% | +13.6% | -30.4% | -22.2% |
| 3M | -14.6% | +5.1% | -19.7% | -17.1% |
| 6M | -24.4% | -1.6% | -22.8% | -24.5% |
| YTD | -6.1% | +3.3% | -9.4% | -9.2% |
| 1Y | +1.0% | +3.2% | -2.2% | -2.4% |
| 3Y | +123.4% | -3.9% | +127.3% | +116.3% |
| 5Y | +103.2% | +4.0% | +99.2% | +86.0% |
| 10Y | +667.7% | +90.1% | +577.6% | +376.8% |
| All | +11,697.7% | +441.2% | +11,256.6% | +4,194.1% |
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 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