+29.5%
TECH vs PPG
+2.6%
+26.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.3% |
| 30D | +0.5% | +17.6% | -17.0% | -9.3% |
| 3M | +1.1% | +7.5% | -6.4% | -3.8% |
| 6M | +62.8% | +17.6% | +45.2% | +44.5% |
| YTD | +24.5% | +22.6% | +1.9% | +4.1% |
| 1Y | +20.6% | +28.0% | -7.4% | -2.8% |
| 3Y | +29.5% | +1.8% | +27.7% | +26.5% |
| All | +29.5% | +2.6% | +26.9% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling