+31.3%
XLRE vs PSKY
-18.9%
+50.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -2.4% | +11.6% | -14.0% | -3.1% |
| 3M | -2.5% | +1.5% | -4.0% | -2.7% |
| 6M | +4.0% | +7.7% | -3.7% | +3.2% |
| YTD | +9.3% | -20.1% | +29.4% | +10.5% |
| 1Y | +5.6% | -38.3% | +43.9% | +8.5% |
| 3Y | +31.3% | -17.7% | +49.0% | +28.3% |
| All | +31.3% | -18.9% | +50.2% | +28.3% |
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