+65.6%
IYR vs PFGC
+294.6%
-229.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -1.8% |
| 30D | -2.5% | -17.2% | +14.7% | +1.3% |
| 3M | -3.0% | -6.3% | +3.4% | -1.8% |
| 6M | +1.6% | +8.8% | -7.2% | -0.5% |
| YTD | +7.3% | +4.9% | +2.4% | +5.5% |
| 1Y | +5.6% | -9.5% | +15.1% | +7.0% |
| 3Y | +28.1% | +59.6% | -31.5% | +14.3% |
| 5Y | +6.1% | +113.5% | -107.4% | -12.5% |
| All | +65.6% | +294.6% | -229.0% | +20.3% |
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