+6.1%
IYR vs PSKY
-71.2%
+77.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -2.8% | -6.0% | +3.1% | -2.2% |
| 30D | -2.5% | +10.7% | -13.2% | -3.6% |
| 3M | -3.0% | +1.2% | -4.1% | -3.2% |
| 6M | +1.6% | +1.5% | +0.1% | +1.1% |
| YTD | +7.3% | -21.8% | +29.1% | +9.2% |
| 1Y | +5.6% | -30.2% | +35.8% | +8.2% |
| 3Y | +28.1% | -20.1% | +48.2% | +24.9% |
| 5Y | +6.1% | -70.5% | +76.6% | +13.6% |
| All | +6.1% | -71.2% | +77.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling