+0.4%
UAL vs PSKY
-27.1%
+27.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.8% |
| 7D | +3.5% | +2.4% | +1.1% | +3.4% |
| 30D | -16.5% | +17.5% | -34.0% | -16.8% |
| 3M | +2.8% | +4.4% | -1.7% | +2.6% |
| 6M | +17.6% | -9.0% | +26.6% | +17.4% |
| YTD | -3.2% | -18.6% | +15.4% | -2.4% |
| 1Y | +0.4% | -27.7% | +28.2% | +1.2% |
| All | +0.4% | -27.1% | +27.6% | +1.2% |
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 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