+29.3%
IYR vs PFG
+67.4%
-38.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.9% | +3.2% | -4.1% | -2.1% |
| 30D | -2.4% | +0.9% | -3.3% | -2.8% |
| 3M | -2.0% | +7.7% | -9.7% | -4.9% |
| 6M | +2.5% | +29.0% | -26.5% | -7.0% |
| YTD | +8.3% | +32.5% | -24.2% | -3.1% |
| 1Y | +6.5% | +47.3% | -40.9% | -9.1% |
| All | +29.3% | +67.4% | -38.1% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling