+4,443.4%
PCAR vs IYR
+702.4%
+3,741.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | +0.1% | +2.0% | -1.9% | -1.2% |
| 30D | -4.6% | +8.2% | -12.8% | -9.7% |
| 3M | -22.6% | -1.7% | -20.8% | -21.7% |
| 6M | -12.0% | -0.4% | -11.6% | -11.9% |
| YTD | -6.1% | +9.9% | -16.0% | -12.3% |
| 1Y | +6.3% | +10.4% | -4.1% | -1.0% |
| 3Y | +31.8% | +38.4% | -6.7% | +3.8% |
| 5Y | +104.2% | +5.2% | +99.0% | +91.0% |
| 10Y | +302.9% | +83.8% | +219.1% | +141.1% |
| All | +4,443.4% | +702.4% | +3,741.0% | +772.9% |
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