+1,405.3%
TSCO vs PSKY
-44.8%
+1,450.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -3.1% | -6.0% | +2.9% | -1.9% |
| 30D | -4.4% | +10.7% | -15.0% | -6.4% |
| 3M | +9.7% | +1.2% | +8.5% | +9.1% |
| 6M | -32.4% | +1.5% | -33.9% | -33.2% |
| YTD | -31.7% | -21.8% | -9.9% | -29.4% |
| 1Y | -41.3% | -30.2% | -11.1% | -38.6% |
| 3Y | -18.3% | -20.1% | +1.8% | -22.8% |
| 5Y | -10.3% | -70.5% | +60.3% | +1.2% |
| 10Y | +188.5% | -75.2% | +263.7% | +197.8% |
| All | +1,405.3% | -44.8% | +1,450.1% | +1,105.3% |
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