+206.4%
TECH vs PTC
+334.9%
-128.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +0.3% | +0.8% | -0.4% | +0.1% |
| 3M | +1.3% | +32.1% | -30.8% | -11.2% |
| 6M | +54.0% | +42.6% | +11.3% | +28.7% |
| YTD | +24.3% | +12.0% | +12.3% | +15.0% |
| 1Y | +25.8% | +12.2% | +13.6% | +16.2% |
| 3Y | +26.0% | +31.2% | -5.3% | +6.3% |
| 5Y | -40.1% | +54.9% | -95.0% | -53.4% |
| All | +206.4% | +334.9% | -128.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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