+5.9%
IYR vs PPL
+45.5%
-39.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.1% | -2.2% | +2.1% | +1.2% |
| 30D | +5.7% | +1.7% | +4.0% | +4.6% |
| 3M | -0.6% | +0.1% | -0.7% | -0.8% |
| 6M | +0.5% | -1.5% | +2.1% | +1.1% |
| YTD | +10.4% | +3.0% | +7.5% | +7.4% |
| 1Y | +9.2% | -1.4% | +10.6% | +9.1% |
| 3Y | +40.5% | +53.5% | -12.9% | +2.9% |
| 5Y | +5.9% | +46.4% | -40.5% | -19.7% |
| All | +5.9% | +45.5% | -39.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling