+42.3%
PEG vs TECH
-41.4%
+83.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +6.1% | +0.5% | +5.6% | +6.1% |
| 3M | -0.5% | +1.0% | -1.5% | -0.6% |
| 6M | -3.2% | +54.1% | -57.2% | -7.9% |
| YTD | -4.4% | +24.4% | -28.8% | -7.6% |
| 1Y | -7.4% | +19.3% | -26.7% | -10.0% |
| 3Y | +33.9% | +28.5% | +5.4% | +24.7% |
| 5Y | +42.3% | -41.0% | +83.3% | +45.5% |
| All | +42.3% | -41.4% | +83.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling