+2.5%
TECH vs PPG
-16.1%
+18.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +1.4% |
| 7D | -0.1% | -3.7% | +3.7% | +2.2% |
| 30D | +0.3% | -7.2% | +7.5% | +4.9% |
| 3M | +32.9% | -7.3% | +40.3% | +38.2% |
| 6M | +32.1% | +0.3% | +31.8% | +28.3% |
| YTD | +23.4% | +6.5% | +16.9% | +13.1% |
| 1Y | +34.1% | +0.5% | +33.5% | +28.6% |
| All | +2.5% | -16.1% | +18.5% | +8.8% |
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