-40.7%
TECH vs PFG
+94.0%
-134.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.3% | +2.0% | -1.7% | -0.9% |
| 3M | +1.3% | -3.2% | +4.5% | +2.4% |
| 6M | +54.0% | +10.9% | +43.0% | +43.3% |
| YTD | +24.3% | +28.8% | -4.6% | +6.2% |
| 1Y | +25.8% | +39.2% | -13.4% | +3.0% |
| 3Y | +26.0% | +75.0% | -49.1% | -9.8% |
| All | -40.7% | +94.0% | -134.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling