+788.5%
XLK vs PSKY
-74.6%
+863.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -0.6% | +11.6% | -12.2% | -2.2% |
| 3M | +2.6% | +1.5% | +1.0% | +2.1% |
| 6M | +34.0% | +7.7% | +26.3% | +31.9% |
| YTD | +30.7% | -20.1% | +50.8% | +33.3% |
| 1Y | +39.2% | -38.3% | +77.5% | +46.6% |
| 3Y | +120.4% | -17.7% | +138.2% | +110.7% |
| 5Y | +148.8% | -69.9% | +218.7% | +174.9% |
| All | +788.5% | -74.6% | +863.1% | +755.2% |
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