+108.1%
XLRE vs PSKY
-69.8%
+177.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.4% |
| 7D | -0.7% | -6.8% | +6.1% | +0.2% |
| 30D | -2.2% | +10.2% | -12.5% | -3.6% |
| 3M | -2.6% | +0.3% | -2.9% | -2.9% |
| 6M | +2.6% | -7.8% | +10.3% | +3.0% |
| YTD | +9.3% | -23.0% | +32.2% | +11.9% |
| 1Y | +7.2% | -31.6% | +38.9% | +10.9% |
| 3Y | +31.3% | -21.3% | +52.6% | +27.4% |
| 5Y | +8.1% | -71.5% | +79.6% | +19.1% |
| 10Y | +88.9% | -75.6% | +164.6% | +65.9% |
| All | +108.1% | -69.8% | +177.9% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling