+67.2%
IYR vs PH
+819.4%
-752.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.4% | -10.3% | +7.9% | +1.5% |
| 3M | -2.0% | +5.1% | -7.1% | -4.3% |
| 6M | +2.5% | +2.3% | +0.2% | +0.7% |
| YTD | +8.3% | +8.7% | -0.4% | +3.9% |
| 1Y | +6.5% | +26.8% | -20.3% | -4.0% |
| 3Y | +29.3% | +139.2% | -109.9% | -11.8% |
| 5Y | +5.7% | +251.1% | -245.4% | -39.4% |
| All | +67.2% | +819.4% | -752.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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