+325.5%
DAL vs PSKY
-66.4%
+391.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -1.9% |
| 7D | -8.0% | -24.6% | +16.5% | -0.4% |
| 30D | -5.3% | -36.1% | +30.9% | +7.8% |
| 3M | +30.1% | -53.4% | +83.5% | +45.4% |
| 6M | +30.1% | -53.4% | +83.5% | +45.4% |
| YTD | +30.1% | -53.4% | +83.5% | +45.4% |
| 1Y | +26.1% | -58.4% | +84.5% | +47.6% |
| 3Y | +126.4% | -40.7% | +167.1% | +95.4% |
| 5Y | +91.0% | -80.0% | +171.1% | +144.1% |
| 10Y | +112.6% | -84.4% | +197.1% | +143.5% |
| All | +325.5% | -66.4% | +391.8% | +325.1% |
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