+312.1%
ROST vs PSKY
-74.6%
+386.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.0% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | -6.9% | +11.6% | -18.5% | -8.7% |
| 3M | -3.3% | +1.5% | -4.8% | -3.9% |
| 6M | +9.0% | +7.7% | +1.3% | +6.8% |
| YTD | +28.9% | -20.1% | +49.0% | +32.1% |
| 1Y | +54.0% | -38.3% | +92.3% | +64.1% |
| 3Y | +100.7% | -17.7% | +118.5% | +88.5% |
| 5Y | +116.0% | -69.9% | +185.9% | +146.8% |
| All | +312.1% | -74.6% | +386.7% | +263.6% |
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