+59.8%
UAL vs PSKY
-84.8%
+144.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -4.8% |
| 7D | -10.6% | -24.6% | +14.0% | -9.1% |
| 30D | -11.8% | -36.1% | +24.3% | -9.5% |
| 3M | +152.6% | -38.5% | +191.1% | +154.8% |
| 6M | +152.6% | -38.5% | +191.1% | +154.8% |
| YTD | +152.6% | -38.5% | +191.1% | +154.8% |
| 1Y | +152.6% | -38.5% | +191.1% | +154.8% |
| 3Y | +143.1% | -40.7% | +183.8% | +146.8% |
| 5Y | +100.2% | -80.0% | +180.2% | +208.5% |
| All | +59.8% | -84.8% | +144.6% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling