+250.9%
PM vs TECH
+190.5%
+60.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | +0.2% | -6.8% | -6.6% |
| 30D | -3.4% | +0.5% | -3.9% | -3.5% |
| 3M | +5.3% | +1.1% | +4.2% | +5.2% |
| 6M | +15.5% | +51.0% | -35.5% | +10.5% |
| YTD | +24.3% | +24.4% | -0.1% | +20.4% |
| 1Y | +29.7% | +27.4% | +2.2% | +25.2% |
| 3Y | +144.9% | +28.5% | +116.4% | +128.6% |
| 5Y | +159.0% | -40.9% | +199.9% | +175.0% |
| 10Y | +250.9% | +192.5% | +58.4% | +152.2% |
| All | +250.9% | +190.5% | +60.4% | +152.2% |
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