+29.1%
IYR vs PNC
+131.1%
-102.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -2.7% | -4.4% | +1.7% | -1.1% |
| 3M | -2.1% | +5.2% | -7.4% | -4.1% |
| 6M | +3.6% | +20.6% | -17.0% | -3.6% |
| YTD | +8.1% | +19.8% | -11.6% | +0.4% |
| 1Y | +4.7% | +24.4% | -19.7% | -4.4% |
| 3Y | +29.1% | +131.2% | -102.1% | -16.4% |
| All | +29.1% | +131.1% | -102.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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