+133.6%
UAL vs PSKY
-13.9%
+147.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -16.1% | +24.0% | -40.1% | -18.1% |
| 3M | +6.1% | +2.2% | +4.0% | +5.7% |
| 6M | +10.8% | -9.0% | +19.8% | +11.6% |
| YTD | -0.4% | -18.1% | +17.8% | +1.3% |
| 1Y | +5.0% | -25.1% | +30.1% | +7.3% |
| All | +133.6% | -13.9% | +147.5% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling