-57.4%
PSKY vs IRE
-94.9%
+37.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -22.7% | +17.8% | +1.6% |
| 7D | -24.6% | -43.8% | +19.2% | -11.1% |
| 30D | -36.1% | -64.6% | +28.5% | -15.2% |
| 3M | -54.8% | -94.1% | +39.3% | -29.5% |
| 6M | -54.8% | -94.1% | +39.3% | -29.5% |
| YTD | -54.8% | -94.1% | +39.3% | -29.5% |
| All | -57.4% | -94.9% | +37.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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 · Available span rolling