+80.3%
PEP vs TECH
+204.1%
-123.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +12.6% | +0.5% | +12.1% | +12.6% |
| 3M | +3.1% | +0.9% | +2.3% | +3.0% |
| 6M | -6.3% | +51.0% | -57.3% | -12.1% |
| YTD | +1.9% | +24.4% | -22.5% | -2.5% |
| 1Y | +3.3% | +27.6% | -24.3% | -1.7% |
| 3Y | -4.8% | +29.9% | -34.8% | -12.4% |
| 5Y | +2.0% | -40.6% | +42.7% | +7.3% |
| 10Y | +80.3% | +196.7% | -116.4% | +35.1% |
| All | +80.3% | +204.1% | -123.8% | +35.1% |
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