+30.8%
IYR vs PR
+73.2%
-42.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.2% | +2.9% | -4.2% | -1.5% |
| 30D | -2.9% | +18.0% | -20.9% | -4.5% |
| 3M | +0.8% | +16.9% | -16.0% | -1.0% |
| 6M | +1.9% | +28.2% | -26.4% | -1.5% |
| YTD | +9.6% | +69.3% | -59.7% | +2.0% |
| 1Y | +8.1% | +69.5% | -61.4% | +0.3% |
| All | +30.8% | +73.2% | -42.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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