+351.3%
DAL vs PSKY
-47.4%
+398.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -13.9% | +24.0% | -37.9% | -20.9% |
| 3M | +1.1% | +2.2% | -1.1% | -0.5% |
| 6M | +26.2% | -9.0% | +35.2% | +28.1% |
| YTD | +16.4% | -18.1% | +34.6% | +20.3% |
| 1Y | +33.9% | -25.1% | +59.0% | +39.1% |
| 3Y | +93.4% | -16.3% | +109.7% | +66.0% |
| 5Y | +106.4% | -70.4% | +176.7% | +157.3% |
| 10Y | +143.0% | -74.2% | +217.1% | +157.1% |
| All | +351.3% | -47.4% | +398.7% | +329.4% |
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 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