+179.8%
LUV vs PSKY
-43.6%
+223.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | -1.0% | -2.4% | +1.4% | -0.3% |
| 30D | -12.4% | +11.6% | -23.9% | -15.1% |
| 3M | -11.0% | +1.5% | -12.5% | -11.9% |
| 6M | -5.0% | +7.7% | -12.7% | -8.0% |
| YTD | -3.8% | -20.1% | +16.3% | -0.2% |
| 1Y | +25.9% | -38.3% | +64.2% | +38.8% |
| 3Y | +42.2% | -17.7% | +60.0% | +31.2% |
| 5Y | -10.8% | -69.9% | +59.1% | +5.8% |
| 10Y | +19.0% | -74.7% | +93.7% | +26.8% |
| All | +179.8% | -43.6% | +223.4% | +102.2% |
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