-18.3%
PCG vs IYR
+41.7%
-60.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +2.2% | +0.6% | +1.6% | +1.7% |
| 30D | +0.8% | +6.6% | -5.8% | -4.1% |
| 3M | -23.8% | -1.8% | -22.0% | -22.6% |
| 6M | -19.6% | +1.4% | -21.1% | -20.4% |
| YTD | -16.7% | +10.5% | -27.3% | -22.5% |
| 1Y | -19.4% | +10.6% | -30.0% | -25.0% |
| 3Y | -18.3% | +41.8% | -60.1% | -36.1% |
| All | -18.3% | +41.7% | -60.0% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling