+20.0%
IYR vs PCOR
-7.7%
+27.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | +6.1% | +37.9% | -31.8% | +1.0% |
| 3M | +0.9% | +32.0% | -31.0% | -3.6% |
| 6M | +1.2% | +54.7% | -53.6% | -6.2% |
| YTD | +11.1% | +6.6% | +4.6% | +8.4% |
| 1Y | +9.0% | -1.7% | +10.7% | +7.7% |
| 3Y | +41.4% | +49.0% | -7.5% | +26.2% |
| 5Y | +6.7% | -12.5% | +19.2% | -4.0% |
| All | +20.0% | -7.7% | +27.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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