+513.2%
TECH vs PSKY
-42.2%
+555.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.7% | +24.0% | -23.3% | -2.9% |
| 3M | +36.3% | +2.2% | +34.2% | +35.4% |
| 6M | +25.6% | -9.0% | +34.5% | +26.5% |
| YTD | +23.7% | -18.1% | +41.8% | +26.1% |
| 1Y | +37.6% | -25.1% | +62.7% | +41.1% |
| 3Y | -6.6% | -16.3% | +9.7% | -9.8% |
| 5Y | -42.2% | -70.4% | +28.1% | -36.4% |
| 10Y | +187.6% | -74.2% | +261.7% | +198.0% |
| All | +513.2% | -42.2% | +555.4% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling