+79.1%
PEP vs TECH
+179.6%
-100.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | -3.2% | +32.9% | -36.2% | -7.4% |
| 6M | -13.6% | +32.1% | -45.6% | -17.9% |
| YTD | -1.9% | +23.4% | -25.2% | -6.0% |
| 1Y | -0.6% | +34.1% | -34.7% | -6.5% |
| 3Y | -13.6% | +2.2% | -15.8% | -17.0% |
| 5Y | +3.2% | -41.8% | +45.0% | +8.7% |
| 10Y | +79.1% | +188.9% | -109.8% | +33.7% |
| All | +79.1% | +179.6% | -100.5% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling