-75.9%
PCG vs IYR
+68.4%
-144.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | +0.5% | -2.8% | +3.3% | +3.0% |
| 30D | -18.9% | -2.5% | -16.4% | -16.9% |
| 3M | -15.8% | -3.0% | -12.9% | -13.5% |
| 6M | -22.6% | +1.6% | -24.2% | -23.5% |
| YTD | -12.2% | +7.3% | -19.5% | -17.2% |
| 1Y | -7.1% | +5.6% | -12.7% | -11.2% |
| 3Y | -15.8% | +28.1% | -44.0% | -33.0% |
| 5Y | +53.3% | +6.1% | +47.2% | +42.6% |
| All | -75.9% | +68.4% | -144.3% | -84.6% |
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