+690.9%
IYR vs PNC
+946.1%
-255.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -2.4% | -4.4% | +2.0% | -0.4% |
| 3M | -2.0% | +4.5% | -6.5% | -4.1% |
| 6M | +2.5% | +19.1% | -16.6% | -5.6% |
| YTD | +8.3% | +18.0% | -9.7% | -0.2% |
| 1Y | +6.5% | +24.1% | -17.6% | -4.4% |
| 3Y | +29.3% | +130.0% | -100.7% | -14.2% |
| 5Y | +5.7% | +50.4% | -44.7% | -17.2% |
| 10Y | +69.2% | +271.3% | -202.1% | -20.0% |
| All | +690.9% | +946.1% | -255.2% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling