+111.1%
ROST vs PSKY
-71.2%
+182.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -2.5% | -6.0% | +3.5% | -1.9% |
| 30D | -10.3% | +10.7% | -20.9% | -11.2% |
| 3M | -2.6% | +1.2% | -3.8% | -2.8% |
| 6M | +6.5% | +1.5% | +5.0% | +5.9% |
| YTD | +25.9% | -21.8% | +47.7% | +28.1% |
| 1Y | +52.3% | -30.2% | +82.5% | +55.9% |
| 3Y | +94.6% | -20.1% | +114.6% | +87.9% |
| 5Y | +111.1% | -70.5% | +181.6% | +144.6% |
| All | +111.1% | -71.2% | +182.3% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling