+19.3%
IYR vs PCOR
-8.1%
+27.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.1% | +2.2% | -2.3% | -0.4% |
| 30D | +5.7% | +37.4% | -31.7% | +0.7% |
| 3M | -0.6% | +33.2% | -33.8% | -5.2% |
| 6M | +0.5% | +60.6% | -60.1% | -7.3% |
| YTD | +10.4% | +6.2% | +4.3% | +7.7% |
| 1Y | +9.2% | -1.1% | +10.3% | +7.8% |
| 3Y | +40.5% | +48.4% | -7.9% | +25.4% |
| 5Y | +5.9% | -13.1% | +19.1% | -4.5% |
| All | +19.3% | -8.1% | +27.4% | +7.5% |
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