+198.6%
PM vs TECH
+178.6%
+20.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.6% | +0.1% | -2.7% | -2.6% |
| 3M | +5.8% | +37.5% | -31.7% | +2.2% |
| 6M | +10.6% | +34.6% | -24.0% | +6.3% |
| YTD | +17.2% | +23.5% | -6.3% | +13.6% |
| 1Y | +17.6% | +34.4% | -16.8% | +12.4% |
| 3Y | +124.3% | +2.3% | +122.0% | +118.0% |
| 5Y | +125.1% | -41.7% | +166.8% | +139.0% |
| 10Y | +198.6% | +177.6% | +21.0% | +118.4% |
| All | +198.6% | +178.6% | +20.0% | +118.4% |
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