+35.6%
PEG vs TECH
-42.1%
+77.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -1.7% | +0.3% | -2.0% | -1.8% |
| 3M | -6.8% | +32.9% | -39.7% | -9.8% |
| 6M | -11.4% | +32.1% | -43.4% | -14.7% |
| YTD | -7.2% | +23.4% | -30.6% | -10.2% |
| 1Y | -6.1% | +34.1% | -40.2% | -10.6% |
| 3Y | +31.8% | +2.2% | +29.6% | +27.6% |
| 5Y | +35.6% | -41.8% | +77.4% | +35.8% |
| All | +35.6% | -42.1% | +77.7% | +35.8% |
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