-18.3%
TOST vs PSKY
-27.1%
+8.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -0.9% | +2.4% | -3.3% | -1.1% |
| 30D | -3.5% | +17.5% | -21.0% | -5.1% |
| 3M | +38.1% | +4.4% | +33.7% | +37.3% |
| 6M | +9.9% | -9.0% | +18.9% | +10.3% |
| YTD | -6.3% | -18.6% | +12.3% | -6.8% |
| 1Y | -18.3% | -27.7% | +9.4% | -18.8% |
| All | -18.3% | -27.1% | +8.8% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling