+188.9%
TECH vs PFGC
+287.3%
-98.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -0.1% | -3.7% | +3.6% | +0.6% |
| 30D | +0.3% | -16.0% | +16.3% | +3.1% |
| 3M | +32.9% | -4.1% | +37.1% | +33.7% |
| 6M | +32.1% | +8.7% | +23.4% | +29.7% |
| YTD | +23.4% | +6.4% | +17.0% | +21.2% |
| 1Y | +34.1% | -8.4% | +42.4% | +35.0% |
| 3Y | +2.2% | +61.8% | -59.6% | -6.5% |
| 5Y | -41.8% | +108.7% | -150.5% | -49.0% |
| 10Y | +188.9% | +298.1% | -109.2% | +124.1% |
| All | +188.9% | +287.3% | -98.4% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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