+183.7%
TECH vs PSLV
+190.6%
-6.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.4% | -3.5% | +3.0% | +0.1% |
| 30D | 0.0% | -2.1% | +2.1% | +0.2% |
| 3M | +33.7% | -1.6% | +35.3% | +33.5% |
| 6M | +34.9% | -25.5% | +60.4% | +39.9% |
| YTD | +23.2% | -11.4% | +34.6% | +20.4% |
| 1Y | +36.3% | +48.6% | -12.3% | +19.2% |
| 3Y | +2.3% | +166.9% | -164.6% | -21.5% |
| 5Y | -42.9% | +152.4% | -195.3% | -56.3% |
| All | +183.7% | +190.6% | -6.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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