+683.6%
IYR vs PPG
+755.0%
-71.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.1% |
| 7D | -2.8% | -5.1% | +2.3% | -0.1% |
| 30D | -2.5% | -9.6% | +7.0% | +2.6% |
| 3M | -3.0% | -6.4% | +3.5% | -0.3% |
| 6M | +1.6% | +0.5% | +1.1% | -0.5% |
| YTD | +7.3% | +4.4% | +2.9% | +2.3% |
| 1Y | +5.6% | -0.9% | +6.5% | +3.1% |
| 3Y | +28.1% | -17.0% | +45.1% | +34.9% |
| 5Y | +6.1% | -23.7% | +29.8% | +13.3% |
| 10Y | +67.7% | +25.9% | +41.8% | +24.9% |
| All | +683.6% | +755.0% | -71.4% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling