-6.0%
PCG vs IYR
+700.6%
-706.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.7% |
| 7D | -13.9% | -1.2% | -12.6% | -13.3% |
| 30D | -16.9% | -2.9% | -14.0% | -15.7% |
| 3M | -14.7% | +0.8% | -15.6% | -14.9% |
| 6M | -23.8% | +1.9% | -25.7% | -24.3% |
| YTD | -10.5% | +9.6% | -20.1% | -13.8% |
| 1Y | -5.1% | +8.1% | -13.2% | -8.0% |
| 3Y | -11.6% | +29.2% | -40.8% | -20.6% |
| 5Y | +59.0% | +4.3% | +54.7% | +55.6% |
| 10Y | -75.7% | +64.7% | -140.4% | -79.5% |
| All | -6.0% | +700.6% | -706.6% | -64.2% |
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