+3.3%
PEP vs TECH
-40.2%
+43.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +6.7% | -0.1% | +6.7% | +6.7% |
| 30D | +13.5% | +0.3% | +13.2% | +13.5% |
| 3M | +3.9% | +1.0% | +2.9% | +3.8% |
| 6M | -6.0% | +28.6% | -34.6% | -8.7% |
| YTD | +2.5% | +24.1% | -21.6% | -0.4% |
| 1Y | +3.9% | +21.9% | -18.0% | +1.1% |
| 3Y | -4.7% | +25.7% | -30.3% | -9.5% |
| All | +3.3% | -40.2% | +43.5% | +4.5% |
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