+843.8%
PM vs TECH
+432.4%
+411.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | +2.7% | +0.3% | +2.3% | +2.6% |
| 3M | +6.1% | +1.3% | +4.8% | +5.9% |
| 6M | +18.0% | +54.0% | -36.0% | +9.3% |
| YTD | +26.6% | +24.3% | +2.3% | +20.3% |
| 1Y | +36.7% | +25.8% | +10.9% | +29.4% |
| 3Y | +146.0% | +26.0% | +120.0% | +122.9% |
| 5Y | +164.1% | -40.1% | +204.2% | +178.4% |
| 10Y | +238.8% | +210.6% | +28.2% | +109.2% |
| All | +843.8% | +432.4% | +411.4% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling