-75.2%
PCG vs TECH
+178.6%
-253.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | -15.1% | +0.1% | -15.3% | -15.1% |
| 3M | -9.8% | +37.5% | -47.3% | -16.9% |
| 6M | -18.0% | +34.6% | -52.6% | -25.0% |
| YTD | -7.2% | +23.5% | -30.7% | -13.7% |
| 1Y | +2.9% | +34.4% | -31.5% | -7.0% |
| 3Y | -11.1% | +2.3% | -13.4% | -16.8% |
| 5Y | +61.8% | -41.7% | +103.5% | +76.0% |
| 10Y | -75.2% | +177.6% | -252.8% | -83.9% |
| All | -75.2% | +178.6% | -253.8% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling