+32.9%
PFE vs TECH
+178.6%
-145.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | +3.8% | +0.1% | +3.7% | +3.8% |
| 3M | +10.4% | +37.5% | -27.1% | +1.7% |
| 6M | +6.3% | +34.6% | -28.3% | -2.7% |
| YTD | +17.4% | +23.5% | -6.1% | +9.5% |
| 1Y | +21.1% | +34.4% | -13.3% | +10.3% |
| 3Y | -1.6% | +2.3% | -3.9% | -6.9% |
| 5Y | -22.2% | -41.7% | +19.6% | -17.7% |
| 10Y | +32.9% | +177.6% | -144.8% | -22.1% |
| All | +32.9% | +178.6% | -145.8% | -22.1% |
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