+29.1%
IYR vs PPG
-17.4%
+46.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.4% | -6.2% | +4.9% | +0.7% |
| 30D | -2.7% | -7.9% | +5.3% | 0.0% |
| 3M | -2.1% | -10.2% | +8.1% | +1.0% |
| 6M | +3.6% | +2.7% | +0.9% | +1.4% |
| YTD | +8.1% | +4.9% | +3.3% | +4.1% |
| 1Y | +4.7% | -3.2% | +7.9% | +4.1% |
| 3Y | +29.1% | -17.0% | +46.1% | +33.1% |
| All | +29.1% | -17.4% | +46.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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