+12.2%
PCAR vs IYR
+12.4%
-0.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +1.9% |
| 7D | +3.7% | +6.9% | -3.3% | -0.9% |
| 30D | -2.9% | +10.2% | -13.2% | -9.1% |
| 3M | -21.7% | -0.3% | -21.4% | -21.5% |
| 6M | -6.6% | +3.6% | -10.3% | -9.3% |
| YTD | -2.2% | +12.5% | -14.7% | -12.6% |
| 1Y | +12.2% | +12.4% | -0.2% | +0.5% |
| All | +12.2% | +12.4% | -0.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling