+8.9%
XLRE vs PSKY
-70.1%
+79.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | -2.4% | +11.6% | -14.0% | -3.5% |
| 3M | -2.5% | +1.5% | -4.0% | -2.8% |
| 6M | +4.0% | +7.7% | -3.7% | +2.8% |
| YTD | +9.3% | -20.1% | +29.4% | +10.9% |
| 1Y | +5.6% | -38.3% | +43.9% | +9.7% |
| 3Y | +31.3% | -17.7% | +49.0% | +27.7% |
| All | +8.9% | -70.1% | +79.1% | +16.1% |
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