+367.9%
PCAR vs IYR
+65.1%
+302.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | -6.9% | -2.4% | -4.5% | -5.6% |
| 3M | +2.1% | -2.0% | +4.1% | +3.2% |
| 6M | +1.6% | +2.5% | -0.9% | 0.0% |
| YTD | +12.2% | +8.3% | +3.9% | +7.1% |
| 1Y | +28.0% | +6.5% | +21.6% | +23.4% |
| 3Y | +61.0% | +29.3% | +31.6% | +37.8% |
| 5Y | +163.9% | +5.7% | +158.3% | +150.7% |
| 10Y | +367.9% | +69.2% | +298.7% | +242.1% |
| All | +367.9% | +65.1% | +302.8% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling