+4,610.5%
PCAR vs IYR
+714.7%
+3,895.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +2.6% |
| 7D | +2.9% | +2.3% | +0.7% | +1.4% |
| 30D | -2.1% | +7.4% | -9.5% | -6.8% |
| 3M | -20.4% | -0.7% | -19.6% | -20.0% |
| 6M | -7.0% | +1.6% | -8.6% | -8.2% |
| YTD | -2.6% | +11.6% | -14.2% | -10.0% |
| 1Y | +9.8% | +10.5% | -0.7% | +2.3% |
| 3Y | +37.3% | +43.4% | -6.1% | +5.5% |
| 5Y | +116.4% | +6.8% | +109.6% | +100.4% |
| 10Y | +293.0% | +86.0% | +207.0% | +133.5% |
| All | +4,610.5% | +714.7% | +3,895.8% | +795.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling