-76.5%
PCG vs IYR
+87.2%
-163.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -2.7% | +5.7% | -8.4% | -7.4% |
| 3M | -25.1% | -0.6% | -24.5% | -24.7% |
| 6M | -22.3% | +0.5% | -22.8% | -22.7% |
| YTD | -18.5% | +10.4% | -28.9% | -25.2% |
| 1Y | -21.8% | +9.2% | -31.0% | -27.6% |
| 3Y | -21.0% | +40.5% | -61.6% | -42.0% |
| 5Y | +8.1% | +5.9% | +2.1% | +0.9% |
| All | -76.5% | +87.2% | -163.7% | -85.9% |
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 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