+196.7%
TECH vs PFGC
+360.0%
-163.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.6% |
| 7D | +0.2% | +10.8% | -10.6% | -1.6% |
| 30D | +0.5% | +17.8% | -17.3% | -2.4% |
| 3M | +0.9% | -2.7% | +3.6% | +1.0% |
| 6M | +51.0% | +20.0% | +31.0% | +46.0% |
| YTD | +24.4% | +24.3% | +0.1% | +18.8% |
| 1Y | +27.6% | +13.2% | +14.4% | +23.8% |
| 3Y | +29.9% | +85.9% | -56.0% | +15.9% |
| 5Y | -40.6% | +141.0% | -181.7% | -49.3% |
| 10Y | +196.7% | +370.6% | -173.9% | +125.4% |
| All | +196.7% | +360.0% | -163.2% | +125.4% |
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