+66.9%
IYR vs PNR
+66.2%
+0.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -1.4% | -6.0% | +4.7% | +1.1% |
| 30D | -2.7% | -14.0% | +11.3% | +3.3% |
| 3M | -2.1% | -21.7% | +19.6% | +6.7% |
| 6M | +3.6% | -37.3% | +40.9% | +23.1% |
| YTD | +8.1% | -45.1% | +53.3% | +35.2% |
| 1Y | +4.7% | -49.1% | +53.9% | +35.1% |
| 3Y | +29.1% | -14.8% | +44.0% | +29.8% |
| 5Y | +6.9% | -21.0% | +27.9% | +7.8% |
| All | +66.9% | +66.2% | +0.8% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling