+29.5%
TECH vs PFGC
+82.6%
-53.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.7% |
| 30D | +0.5% | +16.9% | -16.4% | -3.7% |
| 3M | +1.1% | +6.4% | -5.3% | -0.7% |
| 6M | +62.8% | +16.0% | +46.8% | +55.6% |
| YTD | +24.5% | +23.6% | +0.8% | +14.8% |
| 1Y | +20.6% | +16.6% | +4.0% | +14.2% |
| 3Y | +29.5% | +82.3% | -52.8% | +2.5% |
| All | +29.5% | +82.6% | -53.1% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling