+1,083.6%
TECH vs PFG
+1,003.0%
+80.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -0.8% |
| 7D | +0.2% | +2.3% | -2.1% | -0.3% |
| 30D | +0.5% | +7.6% | -7.1% | -1.1% |
| 3M | +0.9% | +2.5% | -1.7% | +0.1% |
| 6M | +51.0% | +16.6% | +34.4% | +45.6% |
| YTD | +24.4% | +34.1% | -9.7% | +16.4% |
| 1Y | +27.6% | +44.1% | -16.5% | +17.6% |
| 3Y | +29.9% | +86.3% | -56.3% | +13.8% |
| 5Y | -40.6% | +101.6% | -142.2% | -48.9% |
| 10Y | +196.7% | +197.9% | -1.1% | +127.4% |
| All | +1,083.6% | +1,003.0% | +80.7% | +445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling