+338.3%
PSX vs TECH
+190.5%
+147.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -9.9% | +0.5% | -10.4% | -10.0% |
| 3M | +16.9% | +1.1% | +15.9% | +16.7% |
| 6M | +48.0% | +51.0% | -3.1% | +33.9% |
| YTD | +98.3% | +24.4% | +74.0% | +85.4% |
| 1Y | +86.2% | +27.4% | +58.7% | +72.7% |
| 3Y | +144.0% | +28.5% | +115.5% | +116.5% |
| 5Y | +287.7% | -40.9% | +328.6% | +314.1% |
| 10Y | +338.3% | +192.5% | +145.8% | +159.0% |
| All | +338.3% | +190.5% | +147.8% | +159.0% |
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