+45.5%
UNP vs PSKY
-12.8%
+58.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | -1.1% | +17.5% | -18.7% | -2.0% |
| 3M | +7.9% | +4.4% | +3.4% | +7.5% |
| 6M | +14.6% | -9.0% | +23.7% | +15.0% |
| YTD | +26.6% | -18.6% | +45.2% | +27.7% |
| 1Y | +35.6% | -27.7% | +63.3% | +37.4% |
| 3Y | +45.5% | -16.9% | +62.4% | +41.2% |
| All | +45.5% | -12.8% | +58.3% | +41.2% |
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 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