-56.9%
AAL vs PSKY
-42.2%
-14.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +2.0% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -20.8% | +24.0% | -44.8% | -28.8% |
| 3M | -1.3% | +2.2% | -3.5% | -3.2% |
| 6M | +5.4% | -9.0% | +14.4% | +7.3% |
| YTD | -14.4% | -18.1% | +3.8% | -10.7% |
| 1Y | +2.1% | -25.1% | +27.2% | +7.2% |
| 3Y | -10.6% | -16.3% | +5.8% | -26.7% |
| 5Y | -32.2% | -70.4% | +38.2% | -11.5% |
| 10Y | -62.7% | -74.2% | +11.5% | -59.5% |
| All | -56.9% | -42.2% | -14.7% | -73.6% |
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 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