-20.7%
PFE vs TECH
-42.5%
+21.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +10.2% | +0.7% | +9.5% | +10.1% |
| 3M | +12.7% | +36.3% | -23.7% | +4.9% |
| 6M | +10.5% | +25.6% | -15.0% | +3.8% |
| YTD | +20.2% | +23.7% | -3.5% | +13.0% |
| 1Y | +24.1% | +37.6% | -13.6% | +13.5% |
| 3Y | -3.6% | -6.6% | +3.0% | -7.1% |
| All | -20.7% | -42.5% | +21.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling