+1.7%
PEP vs TECH
+34.5%
-32.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.7% | +0.1% | +0.5% | +0.7% |
| 3M | -0.5% | +37.5% | -38.0% | -1.3% |
| 6M | -11.3% | +34.6% | -45.9% | -12.4% |
| YTD | -0.6% | +23.5% | -24.1% | -1.0% |
| 1Y | +1.7% | +34.4% | -32.7% | -0.2% |
| All | +1.7% | +34.5% | -32.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling