+65.0%
PPL vs TECH
+193.9%
-128.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | +3.0% | +0.3% | +2.7% | +3.0% |
| 3M | +1.1% | +1.0% | +0.1% | +1.0% |
| 6M | -0.8% | +54.0% | -54.7% | -6.8% |
| YTD | +3.5% | +24.3% | -20.9% | -0.8% |
| 1Y | -0.9% | +23.7% | -24.6% | -5.0% |
| 3Y | +54.2% | +28.5% | +25.8% | +42.4% |
| 5Y | +46.3% | -41.2% | +87.5% | +53.1% |
| 10Y | +65.0% | +189.2% | -124.1% | +27.3% |
| All | +65.0% | +193.9% | -128.8% | +27.3% |
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