+2,164.3%
PPL vs TECH
+101,375.0%
-99,210.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +6.8% | +0.3% | +6.5% | +6.8% |
| 3M | +3.9% | +1.0% | +2.8% | +3.8% |
| 6M | -2.0% | +28.6% | -30.6% | -4.4% |
| YTD | +5.3% | +24.1% | -18.8% | +2.6% |
| 1Y | +2.2% | +21.9% | -19.7% | -0.3% |
| 3Y | +56.7% | +25.7% | +31.0% | +50.6% |
| 5Y | +49.1% | -40.2% | +89.3% | +51.1% |
| 10Y | +63.6% | +210.1% | -146.4% | +44.7% |
| All | +2,164.3% | +101,375.0% | -99,210.8% | +1,601.1% |
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