+65.6%
IYR vs PFG
+247.4%
-181.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | -2.8% | -3.0% | +0.2% | -1.7% |
| 30D | -2.5% | +2.5% | -5.0% | -3.6% |
| 3M | -3.0% | +6.1% | -9.0% | -5.3% |
| 6M | +1.6% | +31.3% | -29.7% | -8.6% |
| YTD | +7.3% | +33.6% | -26.3% | -4.4% |
| 1Y | +5.6% | +48.5% | -42.9% | -9.9% |
| 3Y | +28.1% | +69.6% | -41.5% | +2.4% |
| 5Y | +6.1% | +111.5% | -105.4% | -23.2% |
| All | +65.6% | +247.4% | -181.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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