+3,159.9%
PEP vs TECH
+101,053.8%
-97,893.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | +0.7% | -0.5% | +0.2% |
| 3M | -1.1% | +36.3% | -37.5% | -4.0% |
| 6M | -13.5% | +25.6% | -39.1% | -15.8% |
| YTD | -1.2% | +23.7% | -24.9% | -3.8% |
| 1Y | -1.6% | +37.6% | -39.2% | -5.3% |
| 3Y | -12.5% | -6.6% | -5.9% | -13.9% |
| 5Y | +3.0% | -42.2% | +45.3% | +4.8% |
| 10Y | +73.9% | +187.6% | -113.7% | +53.1% |
| All | +3,159.9% | +101,053.8% | -97,893.9% | +1,795.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling