-2.6%
PEP vs VGT
+40.8%
-43.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | -2.4% | +1.0% | -3.4% | -2.1% |
| 30D | -0.8% | +1.3% | -2.1% | -0.3% |
| 3M | -2.2% | -1.1% | -1.0% | -1.7% |
| 6M | -14.4% | +32.6% | -47.0% | -7.6% |
| YTD | -2.2% | +29.0% | -31.2% | +4.4% |
| 1Y | -2.6% | +39.7% | -42.3% | +7.4% |
| All | -2.6% | +40.8% | -43.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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