+5,455.6%
PCAR vs IYR
+700.6%
+4,755.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -0.5% | -1.2% | +0.7% | +0.4% |
| 30D | -6.2% | -2.9% | -3.4% | -4.4% |
| 3M | +5.9% | +0.8% | +5.1% | +5.0% |
| 6M | +0.4% | +1.9% | -1.5% | -1.0% |
| YTD | +14.8% | +9.6% | +5.2% | +7.5% |
| 1Y | +30.1% | +8.1% | +22.0% | +23.1% |
| 3Y | +66.7% | +29.2% | +37.4% | +37.5% |
| 5Y | +166.1% | +4.3% | +161.8% | +150.3% |
| 10Y | +353.7% | +64.7% | +289.0% | +193.3% |
| All | +5,455.6% | +700.6% | +4,755.1% | +969.5% |
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 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