+2.9%
PCG vs IYR
+8.1%
-5.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +5.4% | -0.4% | +5.8% | +5.8% |
| 30D | -15.1% | -2.5% | -12.6% | -12.8% |
| 3M | -9.8% | +1.5% | -11.3% | -10.8% |
| 6M | -18.0% | +3.9% | -21.9% | -20.9% |
| YTD | -7.2% | +9.5% | -16.8% | -15.0% |
| 1Y | +2.9% | +7.5% | -4.6% | -3.8% |
| All | +2.9% | +8.1% | -5.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling