+203.1%
UAL vs PSKY
-56.8%
+260.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -3.1% |
| 7D | -10.6% | -24.6% | +14.0% | -0.7% |
| 30D | -11.8% | -36.1% | +24.3% | +4.6% |
| 3M | -1.4% | -53.4% | +52.0% | +16.5% |
| 6M | -1.4% | -53.4% | +52.0% | +16.5% |
| YTD | -1.4% | -53.4% | +52.0% | +16.5% |
| 1Y | -2.1% | -58.4% | +56.2% | +22.3% |
| 3Y | +143.1% | -40.7% | +183.8% | +109.2% |
| 5Y | +100.2% | -80.0% | +180.2% | +175.2% |
| 10Y | +80.6% | -84.4% | +165.0% | +124.3% |
| All | +203.1% | -56.8% | +260.0% | +124.2% |
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