+100,886.2%
TECH vs PPG
+2,691.0%
+98,195.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.7% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | +0.1% | -7.8% | +7.9% | +2.9% |
| 3M | +37.5% | -2.2% | +39.7% | +38.1% |
| 6M | +34.6% | +4.1% | +30.4% | +31.4% |
| YTD | +23.5% | +9.1% | +14.4% | +18.6% |
| 1Y | +34.4% | +1.0% | +33.4% | +32.5% |
| 3Y | +2.3% | -13.3% | +15.5% | +6.5% |
| 5Y | -41.7% | -19.2% | -22.5% | -38.4% |
| 10Y | +177.6% | +25.9% | +151.7% | +148.3% |
| All | +100,886.2% | +2,691.0% | +98,195.2% | +44,870.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling