+6.6%
IYR vs PFG
+97.9%
-91.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -1.2% | -2.2% | +1.0% | -0.4% |
| 30D | +6.1% | +6.4% | -0.3% | +3.6% |
| 3M | +0.9% | +2.2% | -1.3% | -0.2% |
| 6M | +1.2% | +16.3% | -15.1% | -5.1% |
| YTD | +11.1% | +33.2% | -22.1% | -1.7% |
| 1Y | +9.0% | +40.6% | -31.6% | -5.9% |
| 3Y | +41.4% | +83.3% | -41.9% | +6.5% |
| All | +6.6% | +97.9% | -91.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling