+29.3%
IYR vs PFGC
+61.7%
-32.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.9% | -3.7% | +2.8% | 0.0% |
| 30D | -2.4% | -16.0% | +13.6% | +1.7% |
| 3M | -2.0% | -4.1% | +2.1% | -1.3% |
| 6M | +2.5% | +8.7% | -6.2% | -0.2% |
| YTD | +8.3% | +6.4% | +2.0% | +5.4% |
| 1Y | +6.5% | -8.4% | +14.8% | +8.0% |
| All | +29.3% | +61.7% | -32.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling