+452.1%
PEP vs VGT
+2,283.9%
-1,831.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | +0.2% | +1.3% | -1.1% | -0.3% |
| 3M | -1.1% | -1.1% | 0.0% | -1.5% |
| 6M | -13.5% | +32.6% | -46.1% | -22.6% |
| YTD | -1.2% | +29.0% | -30.2% | -11.0% |
| 1Y | -1.6% | +39.7% | -41.2% | -14.3% |
| 3Y | -12.5% | +120.9% | -133.4% | -38.5% |
| 5Y | +3.0% | +133.6% | -130.5% | -31.1% |
| 10Y | +73.9% | +792.6% | -718.6% | -36.5% |
| All | +452.1% | +2,283.9% | -1,831.8% | +25.5% |
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