+1,077.1%
TECH vs PFG
+1,015.3%
+61.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +0.1% | +5.5% | -5.4% | -1.1% |
| 30D | +0.7% | +2.4% | -1.7% | +0.1% |
| 3M | +36.3% | +13.6% | +22.8% | +32.3% |
| 6M | +25.6% | +27.9% | -2.3% | +18.9% |
| YTD | +23.7% | +35.6% | -11.9% | +15.7% |
| 1Y | +37.6% | +48.5% | -10.8% | +26.2% |
| 3Y | -6.6% | +66.9% | -73.5% | -16.3% |
| 5Y | -42.2% | +111.0% | -153.2% | -50.7% |
| 10Y | +187.6% | +244.5% | -56.9% | +115.0% |
| All | +1,077.1% | +1,015.3% | +61.8% | +442.0% |
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 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