+83.6%
IYR vs PFGC
+351.0%
-267.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +0.6% | +3.4% | -2.8% | -0.1% |
| 30D | +6.6% | +16.9% | -10.4% | +3.0% |
| 3M | -1.8% | +6.4% | -8.2% | -3.3% |
| 6M | +1.4% | +16.0% | -14.6% | -2.1% |
| YTD | +10.5% | +23.6% | -13.1% | +4.8% |
| 1Y | +10.6% | +16.6% | -6.0% | +6.1% |
| 3Y | +41.8% | +82.3% | -40.5% | +22.8% |
| 5Y | +6.0% | +138.7% | -132.7% | -14.6% |
| All | +83.6% | +351.0% | -267.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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