-33.7%
PSKY vs IRE
-82.8%
+49.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.2% | -10.8% | -0.6% |
| 7D | +2.4% | +58.9% | -56.5% | +2.0% |
| 30D | +17.5% | +17.2% | +0.4% | +17.2% |
| 3M | +4.4% | -58.6% | +63.1% | +5.2% |
| 6M | -9.0% | -23.5% | +14.4% | -8.0% |
| YTD | -18.6% | -47.4% | +28.8% | -18.4% |
| All | -33.7% | -82.8% | +49.2% | -32.4% |
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 · 6 months rolling