+4.6%
PEP vs VGT
+134.6%
-130.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | -0.5% | +3.4% | -3.9% | -0.8% |
| 6M | -11.3% | +35.0% | -46.3% | -13.9% |
| YTD | -0.6% | +28.8% | -29.4% | -3.1% |
| 1Y | +1.7% | +38.0% | -36.3% | -1.9% |
| 3Y | -12.5% | +125.8% | -138.3% | -24.4% |
| All | +4.6% | +134.6% | -130.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling