+5.0%
UAL vs PSKY
-26.0%
+31.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -16.1% | +24.0% | -40.1% | -16.5% |
| 3M | +6.1% | +2.2% | +4.0% | +6.0% |
| 6M | +10.8% | -9.0% | +19.8% | +10.7% |
| YTD | -0.4% | -18.1% | +17.8% | +0.4% |
| 1Y | +5.0% | -25.1% | +30.1% | +5.4% |
| All | +5.0% | -26.0% | +31.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling