+87.3%
DAL vs PSKY
-84.8%
+172.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -2.3% |
| 7D | -8.0% | -24.6% | +16.5% | -2.4% |
| 30D | -5.3% | -36.1% | +30.9% | +4.2% |
| 3M | +3.6% | -37.1% | +40.7% | +10.6% |
| 6M | +8.7% | -40.5% | +49.2% | +17.6% |
| YTD | +9.8% | -47.7% | +57.4% | +20.7% |
| 1Y | +26.1% | -58.4% | +84.5% | +46.9% |
| 3Y | +126.4% | -40.7% | +167.1% | +110.1% |
| 5Y | +91.0% | -80.0% | +171.1% | +148.3% |
| All | +87.3% | -84.8% | +172.1% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling