+3,953.6%
ROST vs PSKY
-42.2%
+3,995.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -8.9% | +24.0% | -32.9% | -13.3% |
| 3M | -0.8% | +2.2% | -3.0% | -1.7% |
| 6M | +8.5% | -9.0% | +17.5% | +9.5% |
| YTD | +28.6% | -18.1% | +46.7% | +31.7% |
| 1Y | +52.3% | -25.1% | +77.4% | +56.8% |
| 3Y | +94.8% | -16.3% | +111.2% | +79.7% |
| 5Y | +110.8% | -70.4% | +181.1% | +140.7% |
| 10Y | +304.5% | -74.2% | +378.7% | +307.5% |
| All | +3,953.6% | -42.2% | +3,995.9% | +3,281.7% |
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