+237.0%
TECH vs PFGC
+419.1%
-182.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | +0.7% | -11.9% | +12.6% | +2.7% |
| 3M | +36.3% | +5.0% | +31.3% | +35.1% |
| 6M | +25.6% | +8.6% | +17.0% | +23.5% |
| YTD | +23.7% | +9.7% | +14.0% | +21.0% |
| 1Y | +37.6% | -6.3% | +43.9% | +38.1% |
| 3Y | -6.6% | +58.2% | -64.8% | -14.2% |
| 5Y | -42.2% | +110.4% | -152.7% | -49.4% |
| 10Y | +187.6% | +272.8% | -85.2% | +129.6% |
| All | +237.0% | +419.1% | -182.1% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling