+183.7%
TECH vs PPG
+26.9%
+156.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.4% | -6.2% | +5.8% | +2.6% |
| 30D | 0.0% | -7.9% | +7.9% | +3.8% |
| 3M | +33.7% | -10.2% | +43.9% | +39.9% |
| 6M | +34.9% | +2.7% | +32.2% | +31.0% |
| YTD | +23.2% | +4.9% | +18.3% | +18.0% |
| 1Y | +36.3% | -3.2% | +39.5% | +35.7% |
| 3Y | +2.3% | -17.0% | +19.3% | +9.3% |
| 5Y | -42.9% | -23.3% | -19.6% | -38.5% |
| All | +183.7% | +26.9% | +156.8% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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