-12.7%
PCG vs IYR
+713.1%
-725.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -1.4% |
| 30D | +0.8% | +7.2% | -6.4% | -2.3% |
| 3M | -22.0% | +0.4% | -22.4% | -22.1% |
| 6M | -17.1% | +1.4% | -18.5% | -17.5% |
| YTD | -16.9% | +11.3% | -28.2% | -20.5% |
| 1Y | -19.1% | +10.5% | -29.5% | -22.3% |
| 3Y | -19.4% | +41.7% | -61.2% | -30.3% |
| 5Y | +9.0% | +7.1% | +1.9% | +5.5% |
| 10Y | -76.2% | +89.1% | -165.2% | -80.8% |
| All | -12.7% | +713.1% | -725.9% | -67.0% |
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