+2.3%
TECH vs PSKY
-12.8%
+15.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.2% | +2.4% | -2.2% | -0.2% |
| 30D | +0.1% | +17.5% | -17.4% | -2.3% |
| 3M | +37.5% | +4.4% | +33.0% | +36.3% |
| 6M | +34.6% | -9.0% | +43.6% | +35.8% |
| YTD | +23.5% | -18.6% | +42.1% | +26.3% |
| 1Y | +34.4% | -27.7% | +62.1% | +38.6% |
| 3Y | +2.3% | -16.9% | +19.1% | -4.9% |
| All | +2.3% | -12.8% | +15.0% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling