+5.5%
IYR vs PCOR
-43.0%
+48.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | -0.1% |
| 7D | -1.2% | -9.0% | +7.7% | +0.1% |
| 30D | -2.9% | +4.2% | -7.0% | -3.6% |
| 3M | +0.8% | +14.4% | -13.6% | -1.7% |
| 6M | +1.9% | +0.2% | +1.7% | +0.6% |
| YTD | +9.6% | -20.3% | +29.9% | +12.1% |
| 1Y | +8.1% | -16.1% | +24.2% | +9.0% |
| 3Y | +29.2% | -14.7% | +43.9% | +25.8% |
| All | +5.5% | -43.0% | +48.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling