+98.5%
DAL vs PSKY
-16.0%
+114.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -13.9% | +24.0% | -37.9% | -15.7% |
| 3M | +1.1% | +2.2% | -1.1% | +0.7% |
| 6M | +26.2% | -9.0% | +35.2% | +26.9% |
| YTD | +16.4% | -18.1% | +34.6% | +18.1% |
| 1Y | +33.9% | -25.1% | +59.0% | +36.2% |
| All | +98.5% | -16.0% | +114.5% | +87.0% |
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