+66.9%
IYR vs PGR
+825.1%
-758.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -2.7% | +4.9% | -7.6% | -4.2% |
| 3M | -2.1% | +7.6% | -9.8% | -4.8% |
| 6M | +3.6% | +8.3% | -4.7% | +0.4% |
| YTD | +8.1% | +1.7% | +6.4% | +6.6% |
| 1Y | +4.7% | -6.8% | +11.6% | +6.0% |
| 3Y | +29.1% | +73.4% | -44.3% | +3.1% |
| 5Y | +6.9% | +161.2% | -154.3% | -29.8% |
| All | +66.9% | +825.1% | -758.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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