+83.4%
IYR vs PH
+700.5%
-617.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -0.1% | +7.4% | -7.5% | -2.7% |
| 30D | +5.7% | +0.5% | +5.2% | +5.1% |
| 3M | -0.6% | -10.2% | +9.6% | +2.9% |
| 6M | +0.5% | +8.9% | -8.4% | -3.6% |
| YTD | +10.4% | +9.7% | +0.8% | +5.1% |
| 1Y | +9.2% | +12.8% | -3.6% | +2.7% |
| 3Y | +40.5% | +134.6% | -94.1% | -3.9% |
| 5Y | +5.9% | +204.5% | -198.6% | -36.2% |
| All | +83.4% | +700.5% | -617.1% | -23.8% |
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