+66.9%
IYR vs PSKY
-74.6%
+141.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | -2.7% | +11.6% | -14.2% | -4.2% |
| 3M | -2.1% | +1.5% | -3.7% | -2.6% |
| 6M | +3.6% | +7.7% | -4.1% | +1.9% |
| YTD | +8.1% | -20.1% | +28.2% | +10.3% |
| 1Y | +4.7% | -38.3% | +43.0% | +10.3% |
| 3Y | +29.1% | -17.7% | +46.9% | +24.2% |
| 5Y | +6.9% | -69.9% | +76.8% | +17.5% |
| All | +66.9% | -74.6% | +141.5% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling