+2,138.1%
XLK vs PSKY
-43.6%
+2,181.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -0.6% | +11.6% | -12.2% | -3.1% |
| 3M | +2.6% | +1.5% | +1.0% | +1.8% |
| 6M | +34.0% | +7.7% | +26.3% | +30.7% |
| YTD | +30.7% | -20.1% | +50.8% | +34.5% |
| 1Y | +39.2% | -38.3% | +77.5% | +50.2% |
| 3Y | +120.4% | -17.7% | +138.2% | +105.0% |
| 5Y | +148.8% | -69.9% | +218.7% | +181.8% |
| 10Y | +803.3% | -74.7% | +878.0% | +815.6% |
| All | +2,138.1% | -43.6% | +2,181.8% | +1,513.1% |
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