+690.9%
IYR vs PNR
+660.0%
+31.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -0.9% | -3.9% | +3.0% | +0.7% |
| 30D | -2.4% | -13.8% | +11.4% | +3.7% |
| 3M | -2.0% | -22.5% | +20.5% | +7.6% |
| 6M | +2.5% | -37.2% | +39.6% | +22.2% |
| YTD | +8.3% | -44.2% | +52.5% | +35.0% |
| 1Y | +6.5% | -46.6% | +53.1% | +35.0% |
| 3Y | +29.3% | -12.5% | +41.8% | +30.0% |
| 5Y | +5.7% | -19.3% | +25.0% | +7.6% |
| 10Y | +69.2% | +67.5% | +1.8% | +19.3% |
| All | +690.9% | +660.0% | +31.0% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling