+103.3%
IRM vs PSKY
-17.4%
+120.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.6% | +2.4% | -0.7% | +1.5% |
| 30D | -4.2% | +17.5% | -21.7% | -5.0% |
| 3M | -5.4% | +4.4% | -9.8% | -5.6% |
| 6M | +12.0% | -9.0% | +21.0% | +12.4% |
| YTD | +42.0% | -18.6% | +60.6% | +43.6% |
| 1Y | +29.9% | -27.7% | +57.6% | +32.1% |
| All | +103.3% | -17.4% | +120.7% | +100.6% |
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 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