+12.4%
IYR vs PNR
-31.2%
+43.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.7% |
| 7D | +6.9% | +11.9% | -5.0% | +5.4% |
| 30D | +10.2% | +37.1% | -26.9% | +5.8% |
| 3M | -0.3% | +5.7% | -6.0% | -0.9% |
| 6M | +3.6% | -5.7% | +9.3% | +4.3% |
| YTD | +12.5% | -29.8% | +42.3% | +17.8% |
| 1Y | +12.4% | -31.8% | +44.2% | +18.8% |
| All | +12.4% | -31.2% | +43.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling