+713.1%
IYR vs PH
+5,551.1%
-4,838.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +2.1% | +2.1% | 0.0% | +1.0% |
| 30D | +7.2% | +0.3% | +6.9% | +6.5% |
| 3M | +0.4% | -8.8% | +9.2% | +3.9% |
| 6M | +1.4% | +10.0% | -8.6% | -3.9% |
| YTD | +11.3% | +10.5% | +0.9% | +4.6% |
| 1Y | +10.5% | +15.5% | -5.0% | +1.7% |
| 3Y | +41.7% | +136.4% | -94.6% | -8.9% |
| 5Y | +7.1% | +213.6% | -206.5% | -40.9% |
| 10Y | +89.1% | +713.9% | -624.8% | -39.4% |
| All | +713.1% | +5,551.1% | -4,838.0% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling