+2.3%
TECH vs PFG
+71.3%
-69.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | +0.2% | +6.0% | -5.8% | -3.3% |
| 30D | +0.1% | +2.2% | -2.1% | -1.3% |
| 3M | +37.5% | +10.4% | +27.1% | +28.2% |
| 6M | +34.6% | +27.8% | +6.8% | +13.6% |
| YTD | +23.5% | +33.6% | -10.2% | +1.1% |
| 1Y | +34.4% | +49.3% | -14.9% | +1.9% |
| 3Y | +2.3% | +69.7% | -67.5% | -35.0% |
| All | +2.3% | +71.3% | -69.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling