-35.9%
AAL vs PSKY
-71.8%
+35.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.4% |
| 7D | -1.3% | -6.8% | +5.5% | +0.2% |
| 30D | -13.7% | +10.2% | -24.0% | -15.7% |
| 3M | -8.2% | +0.3% | -8.4% | -8.5% |
| 6M | +13.1% | -7.8% | +20.9% | +14.1% |
| YTD | -15.6% | -23.0% | +7.4% | -12.1% |
| 1Y | +1.4% | -31.6% | +33.1% | +7.1% |
| 3Y | -7.4% | -21.3% | +13.9% | -13.3% |
| 5Y | -35.9% | -71.5% | +35.5% | -14.4% |
| All | -35.9% | -71.8% | +35.9% | -14.4% |
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