+188.9%
TECH vs PSKY
-76.1%
+265.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.7% |
| 7D | -0.1% | -6.8% | +6.8% | +0.9% |
| 30D | +0.3% | +10.2% | -10.0% | -1.1% |
| 3M | +32.9% | +0.3% | +32.7% | +32.5% |
| 6M | +32.1% | -7.8% | +39.8% | +32.7% |
| YTD | +23.4% | -23.0% | +46.4% | +26.5% |
| 1Y | +34.1% | -31.6% | +65.7% | +38.7% |
| 3Y | +2.2% | -21.3% | +23.5% | 0.0% |
| 5Y | -41.8% | -71.5% | +29.6% | -37.9% |
| 10Y | +188.9% | -75.6% | +264.5% | +211.2% |
| All | +188.9% | -76.1% | +265.0% | +211.2% |
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