-42.9%
TECH vs PPG
-24.6%
-18.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.9% |
| 7D | -0.5% | -5.1% | +4.6% | +2.6% |
| 30D | 0.0% | -9.6% | +9.6% | +6.1% |
| 3M | +37.4% | -6.4% | +43.9% | +41.8% |
| 6M | +36.9% | +0.5% | +36.4% | +32.9% |
| YTD | +23.1% | +4.4% | +18.7% | +15.9% |
| 1Y | +42.2% | -0.9% | +43.1% | +38.5% |
| 3Y | +1.9% | -17.0% | +18.9% | +10.5% |
| 5Y | -42.9% | -23.7% | -19.3% | -40.5% |
| All | -42.9% | -24.6% | -18.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling