+188.1%
TECH vs PSKY
-85.2%
+273.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.5% |
| 7D | +0.2% | -24.6% | +24.7% | +2.5% |
| 30D | +0.4% | -36.1% | +36.6% | +4.3% |
| 3M | +18.9% | -54.8% | +73.7% | +24.4% |
| 6M | +18.9% | -54.8% | +73.7% | +24.4% |
| YTD | +18.9% | -54.8% | +73.7% | +24.4% |
| 1Y | +18.5% | -58.4% | +76.8% | +25.3% |
| 3Y | +7.5% | -40.7% | +48.2% | +4.0% |
| 5Y | -40.4% | -80.0% | +39.7% | -36.4% |
| All | +188.1% | -85.2% | +273.3% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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