+39.5%
PL vs TECH
-31.3%
+70.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | -44.2% | +1.1% | -45.3% | -44.5% |
| 6M | -66.1% | +62.8% | -128.9% | -73.5% |
| YTD | -30.0% | +24.5% | -54.4% | -40.3% |
| 1Y | +21.0% | +20.6% | +0.4% | +4.5% |
| 3Y | +516.5% | +29.5% | +487.0% | +381.0% |
| 5Y | +32.0% | -40.9% | +72.9% | +57.4% |
| All | +39.5% | -31.3% | +70.8% | +65.3% |
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 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