+477.4%
PEP vs VGT
+2,138.1%
-1,660.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +13.6% | -10.1% | +23.7% | +17.1% |
| 3M | +5.1% | -5.3% | +10.4% | +6.3% |
| 6M | -1.6% | +0.2% | -1.8% | -3.3% |
| YTD | +3.3% | +21.1% | -17.8% | -5.5% |
| 1Y | +3.2% | +18.2% | -14.9% | -4.9% |
| 3Y | -3.9% | +107.4% | -111.3% | -31.3% |
| 5Y | +4.0% | +111.5% | -107.5% | -28.2% |
| 10Y | +90.1% | +735.5% | -645.4% | -29.4% |
| All | +477.4% | +2,138.1% | -1,660.7% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling