+85.3%
TOST vs PSKY
-44.4%
+129.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +3.0% | -1.5% |
| 7D | +1.0% | -24.6% | +25.6% | +2.7% |
| 30D | -5.0% | -36.1% | +31.1% | -2.5% |
| 3M | +10.8% | -34.6% | +45.4% | +13.1% |
| 6M | +10.9% | -40.5% | +51.5% | +14.3% |
| YTD | -11.0% | -47.7% | +36.7% | -7.6% |
| 1Y | -15.5% | -58.4% | +42.9% | -10.5% |
| All | +85.3% | -44.4% | +129.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling