+177.6%
TECH vs PFG
+239.4%
-61.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +0.2% | +6.0% | -5.8% | -1.8% |
| 30D | +0.1% | +2.2% | -2.1% | -0.7% |
| 3M | +37.5% | +10.4% | +27.1% | +32.3% |
| 6M | +34.6% | +27.8% | +6.8% | +23.1% |
| YTD | +23.5% | +33.6% | -10.2% | +11.3% |
| 1Y | +34.4% | +49.3% | -14.9% | +16.6% |
| 3Y | +2.3% | +69.7% | -67.5% | -14.8% |
| 5Y | -41.7% | +111.3% | -153.1% | -54.3% |
| 10Y | +177.6% | +240.3% | -62.6% | +72.4% |
| All | +177.6% | +239.4% | -61.8% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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