-42.9%
TECH vs PSLV
+148.4%
-191.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.5% |
| 7D | -0.5% | -4.9% | +4.4% | +0.2% |
| 30D | 0.0% | -1.9% | +1.9% | +0.2% |
| 3M | +37.4% | +4.2% | +33.3% | +36.1% |
| 6M | +36.9% | -27.6% | +64.5% | +42.9% |
| YTD | +23.1% | -11.7% | +34.8% | +18.7% |
| 1Y | +42.2% | +49.3% | -7.1% | +19.2% |
| 3Y | +1.9% | +167.1% | -165.2% | -28.3% |
| 5Y | -42.9% | +151.7% | -194.6% | -61.5% |
| All | -42.9% | +148.4% | -191.3% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling