+136.7%
DAL vs PSKY
-44.4%
+181.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -4.3% |
| 7D | -8.0% | -24.6% | +16.5% | -12.0% |
| 30D | -5.3% | -36.1% | +30.9% | -12.1% |
| 3M | +30.1% | -53.4% | +83.5% | +21.4% |
| 6M | +30.1% | -53.4% | +83.5% | +21.4% |
| YTD | +30.1% | -53.4% | +83.5% | +21.4% |
| 1Y | +26.1% | -58.4% | +84.5% | +19.3% |
| All | +136.7% | -44.4% | +181.1% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling