+5.4%
IYR vs PCOR
-11.9%
+17.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | +3.0% | -2.4% | +0.1% |
| 30D | +6.6% | +38.7% | -32.1% | +1.1% |
| 3M | -1.8% | +24.9% | -26.7% | -5.6% |
| 6M | +1.4% | +68.8% | -67.3% | -7.7% |
| YTD | +10.5% | +6.7% | +3.8% | +7.7% |
| 1Y | +10.6% | +3.0% | +7.6% | +8.4% |
| 3Y | +41.8% | +48.6% | -6.8% | +25.2% |
| All | +5.4% | -11.9% | +17.3% | -3.3% |
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