-34.1%
TOST vs PSKY
-78.1%
+44.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +3.0% | -0.5% |
| 7D | +1.0% | -24.6% | +25.6% | +8.5% |
| 30D | -5.0% | -36.1% | +31.1% | +7.2% |
| 3M | -17.5% | -54.8% | +37.3% | -1.4% |
| 6M | -17.5% | -54.8% | +37.3% | -1.4% |
| YTD | -17.5% | -54.8% | +37.3% | -1.4% |
| 1Y | -15.5% | -58.4% | +42.9% | +3.3% |
| 3Y | +76.5% | -40.7% | +117.1% | +68.7% |
| All | -34.1% | -78.1% | +44.0% | +14.6% |
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