+105.8%
DAL vs PSKY
-70.3%
+176.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -13.9% | +24.0% | -37.9% | -17.4% |
| 3M | +1.1% | +2.2% | -1.1% | +0.4% |
| 6M | +26.2% | -9.0% | +35.2% | +27.5% |
| YTD | +16.4% | -18.1% | +34.6% | +19.1% |
| 1Y | +33.9% | -25.1% | +59.0% | +37.5% |
| 3Y | +93.4% | -16.3% | +109.7% | +79.8% |
| All | +105.8% | -70.3% | +176.2% | +163.6% |
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 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